Myocardial fibrosis is a pathological phenomenon associated with cardiovascular disease (CVD) that plays a crucial role in the development of heart diseases. Vitamin D deficiency can promote the development of CVD and exercise plays a role in the treatment of CVD. This study aimed to explore the effects of 12-week aerobic exercise training on myocardial fibrosis in vitamin D-deficient mice. A vitamin D-deficient mouse model was induced by a vitamin D-deficient (0 IU Vitamin D3/kg) diet. Twenty-four C57BL/6J male mice were randomly divided into three groups: a control sedentary group (CONS, n = 8), a vitamin D-deficient sedentary group (VDDS, n = 8), and a vitamin D-deficient exercise group (VDDE, n = 8) which was aerobically trained for 12 weeks. The results showed that the serum 25-hydroxyvitamin D [25(OH)D] levels of the VDDS group were <50 nmol/L, which was significantly lower than that of the CONS group. Compared with the CONS group, the VDDS group showed cardiac dysfunction and significant fibrosis, together with lower vitamin D receptor (VDR) mRNA and protein expression levels, higher mRNA expression levels of profibrotic and inflammatory factors, and higher transforming growth factor-β1 (TGF-β1) and phospho-Smad2/3 (P-Smad2/3) protein expression levels. Serum 25(OH)D levels in the VDDE group were significantly higher than those in the VDDS group. Compared with the VDDS group, the VDDE group showed improved cardiac function and alleviated myocardial fibrosis. Meanwhile, the VDDE group had significantly higher VDR mRNA and protein expression levels; lower mRNA expression levels of profibrotic and inflammatory factors; and lower TGF-β1 and P-Smad2/3 protein expression levels. In conclusion, aerobic exercise training remains a promising intervention for treating myocardial fibrosis in vitamin D deficiency.