Data from 33 participants who completed a randomised crossover study of the effect exercise versus rest on serum concentrations of vitamin D metabolites. Data are participant sex, age, height, weight, waist and hip circumference, resting metabolic rate, VO2max, and total25(OH)D, 25(OH)D2, 25(OH)D3, 1,25(OH)2D3, 24,25(OH)2D3, 3-epi-25(OH)D3, Free25(OH)D, D3, vitamin D binding protein, parathyroid hormone, calcium,  albumin, triacylglycerol, glycerol, and non-esterified fatty acids.