We investigated the effects of vitamin D3 supplementation on physical performance during winter training in vitamin D insufficient taekwondo athletes. Thirty-five collegiate male and female taekwondo athletes, aged 19–22 years with low serum 25(OH)D concentration (28.8 ± 1.10 nmol/L), were randomly assigned to a vitamin D group (n = 20) or a placebo group (n = 15). Subjects received either a vitamin D3 capsule (5,000 IU/day) or a placebo during 4 weeks of winter training. Blood samples were collected for analyzing serum 25(OH)D concentration. Physical performance tests included Wingate anaerobic test, isokinetic muscle strength and endurance, a countermovement jump test, sit-ups, agility test, and 20-m pacer. Serum 25(OH)D concentrations increased significantly in the vitamin D group (96.0 ± 3.77 nmol/L) after 4 weeks of supplementation, but no changes were found in the placebo group (F = 242.44, p = .000). There were significant interaction effects for anaerobic peak power (F = 7.49, p = .010) and isokinetic knee extension at 180 deg/s (F = 6.08, p = .019). Changes in serum 25(OH)D concentration were positively associated with changes in peak power and isokinetic knee extension at 180 deg/s. However, no significant interaction effects were observed in other performance variables. This study suggests that 4 weeks of vitamin D supplementation elevates serum 25(OH)D concentration to sufficient levels. Correcting vitamin D insufficiency improves some but not all aspects of performance. Thus, efficacy of vitamin D supplementation to enhance performance remains unclear.