Several studies have indicated a correlation between vitamin D deficiency and widespread chronic pain syndromes, such as fibromyalgia. During this study, the effect of supplementation with vitamin D in association with physical exercise in patients with fibromyalgia was evaluated, in terms of improvement of pain, functional capacity and quality of life, also evaluating the presence of any differences in age. A single-center, observational, comparative study was conducted in 80 fibromyalgia patients. They are randomized into 2 groups: Group A, consisting of patients ≤50 years; and group B, consisting of patients >50 years. Both received weekly supplementation with 50,000 IU cholecalciferol for 3 months in association with a rehabilitation protocol. Patients were assessed at enrollment (T0), 3 months (T1), and 6 months (T2) from the initial assessment with blood vitamin D dosage and administration of rating scales (NRS, FIQ, and SF-12). From the comparison between the two groups, we have seen that in young people, supplementation with high-dose vitamin D improves short-term musculoskeletal pain and long-term functional capacity. Conversely, musculoskeletal pain and long-term quality of life improve in the elderly. Supplementing with high doses of vitamin D in fibromyalgia patients improves the quality of life and pain in the elderly and also the functional capacity in the young.