This narrative review of the medical literature assessed whether outdoor and indoor physical activity would increase the plasma levels of vitamin D. Synthesis of this liposoluble vitamin is mainly mediated by sunlight on the skin, where it is activated to perform its main action, which is to control the serum levels of calcium as soon as the element is absorbed in the intestines, assisting in the regulation of bone metabolism. Physical activity is any body movement that results in energy expenditure, while outdoor physical activity refers to physical activity carried out at public parks or other open spaces, as is the case of the popular practice of taking walks. Exercising outdoors would have both the benefits of physical activity and of sun exposure, namely the synthesis of vitamin D. However, according to the studies analyzed, increased plasma concentration of vitamin D occurs with physical activity both indoors and outdoors.