Purpose To determine the relationship between vitamin D status and exercise performance in a large, prospective cohort study of young men and women across seasons (Study-1). Then, in a randomized, placebo-controlled trial, to investigate the effects on exercise performance of achieving vitamin D sufficiency (serum 25(OH)D ≥ 50 nmol·L-1) by a unique comparison of safe, simulated-sunlight and oral vitamin D3 supplementation in wintertime (Study-2). Methods In Study-1, we determined 25(OH)D relationship with exercise performance in 967 military recruits. In Study-2, 137 men received either placebo, simulated-sunlight (1.3x standard erythemal dose in T-shirt and shorts, three-times-per-week for 4-weeks and then once-per-week for 8-weeks) or oral vitamin D3 (1,000 IU[BULLET OPERATOR]day-1 for 4-weeks and then 400 IU[BULLET OPERATOR]day-1 for 8-weeks). We measured serum 25(OH)D by LC-MS/MS and endurance, strength and power by 1.5-mile run, maximum-dynamic-lift and vertical jump, respectively. Results In Study-1, only 9% of men and 36% of women were vitamin D sufficient during wintertime. After controlling for body composition, smoking and season, 25(OH)D was positively associated with endurance performance (P ≤ 0.01, [INCREMENT]R2 = 0.03–0.06, small f2 effect sizes): 1.5-mile run time was ~half-a-second faster for every 1 nmol·L-1 increase in 25(OH)D. No significant effects on strength or power emerged (P > 0.05). In Study-2, safe simulated-sunlight and oral vitamin D3 supplementation were similarly effective in achieving vitamin D sufficiency in almost all (97%); however, this did not improve exercise performance (P > 0.05). Conclusion Vitamin D status was associated with endurance performance but not strength or power in a prospective cohort study. Achieving vitamin D sufficiency via safe, simulated summer sunlight or oral vitamin D3 supplementation did not improve exercise performance in a randomized-controlled trial.