The purpose of this study is to explore 25-hydroxyvitamin D (25-OHD) levels in patients with cancer in the palliative phase in relation to season, sex, age, tumor type, colectomy, and survival. To this end, we performed a post-hoc analysis of ‘Palliative-D’, a randomized placebo-controlled, double-blind trial investigating the effect of daily supplementation with 4000 IU of vitamin D for 12 weeks on pain in patients in palliative cancer care. In the screening cohort (n = 530), 10% of patients had 25-OHD levels < 25 nmol/L, 50% < 50, and 84% < 75 nmol/L. Baseline 25-OHD did not differ between seasons or tumor type and was not correlated with survival time. In vitamin D deficient patients supplemented with vitamin D (n = 67), 86% reached sufficient levels, i.e., >50 nmol/L, after 12 weeks. An increase in 25-OHD was larger in supplemented women than in men (53 vs. 37 nmol/L, p = 0.02) and was not affected by season. In the placebo-group (n = 83), decreased levels of 25-OHD levels were noted during the study period for patients recruited during the last quarter of the year. In conclusion, cancer patients in palliative phase have adequate increase in 25-OHD after vitamin D supplementation regardless of season, age, tumor type, or colectomy.