Background: Multiple myeloma, a malignancy of plasma cells, often involves the disruption of vitamin D metabolism. Vitamin D, acting through its receptor (VDR), affects transcription factors like FOXO and sirtuins, which regulate cellular processes. The impact of physical activity on these markers in multiple myeloma patients is unclear. Therefore, the objective of this study was to evaluate the effects of a 6-week training program on these parameters. Material and methods: The study was completed by 30 patients, including 16 in the Nordic walking training group (TG) and 14 in the control group (non-exercising, CG). All participants underwent a thorough medical interview before starting the project. Venous blood samples were collected from all participants four times—at baseline, after 3 weeks, after 6 weeks, and after 9 weeks (follow-up). The serum concentrations of sirtuin 1, sirtuin 3, Foxo3a, vitamin D receptor (VDR), 25(OH)D3, and 1,25(OH)2D were determined. Body composition, physical fitness, and physical activity level were assessed at baseline and after 6 weeks. Results: No statistically significant changes were observed in the serum levels of sirtuins, the FOXO3a protein, and 1,25(OH)2D. A statistically significant difference was observed in the levels of VDR for both time and group factors, but this was not confirmed in the post hoc test. Vitamin 25(OH)D3 level increased significantly in the study group with time. Conclusions: The applied 6-week Nordic walking training cycle positively affected the level of vitamin 25(OH)D3 but did not influence the rest of the biochemical parameters studied. The obtained results also indicate that the applied intervention is safe for patients and does not interfere with body composition.