End-stage kidney disease (ESKD) patients are at increased cardiovascular risk. Vitamin D deficiency is associated with depressed heart rate variability (HRV), a risk factor depicting poor cardiac autonomic tone and risk of cardiovascular death. Vitamin D deficiency and depressed HRV are highly prevalent in the ESKD population. We aimed to determine the effects of oral vitamin D supplementation on HRV ((low frequency (LF) to high frequency (HF) spectral ratio (LF:HF)) in ESKD patients on hemodialysis. Fifty-six subjects with ESKD requiring hemodialysis were recruited from January 2013–March 2015 and randomized 1:1 to either conventional (0.25 mcg alfacalcidol plus placebo 3×/week) or intensive (0.25 mcg alfacalcidol 3×/week plus 50,000 international units (IU) ergocalciferol 1×/week) vitamin D for six weeks. The primary outcome was the change in LF:HF. There was no difference in LF:HF from baseline to six weeks for either vitamin D treatment (conventional: p = 0.9 vs. baseline; intensive: p = 0.07 vs. baseline). However, participants who remained vitamin D-deficient (25-hydroxyvitamin D < 20 ng/mL) after treatment demonstrated an increase in LF:HF (conventional: n = 13, ∆LF:HF: 0.20 ± 0.06, p < 0.001 vs. insufficient and sufficient vitamin D groups; intensive: n = 8: ∆LF:HF: 0.15 ± 0.06, p < 0.001 vs. sufficient vitamin D group). Overall, six weeks of conventional or intensive vitamin D only augmented LF:HF in ESKD subjects who remained vitamin D-deficient after treatment. Our findings potentially suggest that while activated vitamin D, with or without additional nutritional vitamin D, does not appear to improve cardiac autonomic tone in hemodialysis patients with insufficient or sufficient baseline vitamin D levels, supplementation in patients with severe vitamin D deficiency may improve cardiac autonomic tone in this higher risk sub-population of ESKD. Trial Registration: ClinicalTrials.gov, NCT01774812.