This study aimed to gain deeper knowledge about the relationship between vitamin D and physical activity in a sample of forensic inpatients. Sixty-seven male forensic inpatients participated. Participants were randomly assigned into an Intervention group (vitamin D) or a Control group (placebo). The Physical Activity–Rating (PA-R) questionnaire was used to measure physical activity from January to May. Vitamin D status was measured as 25-hydroxy vitamin D (25-OHD) pre- and post-intervention. The results revealed that vitamin D status at post-test was positively correlated with physical activity, but there was no effect of vitamin D supplementation looking at the two randomized groups. However, controlling for body mass index (BMI), the results showed an effect of BMI and a main effect of groups with a higher level of physical activity in the Intervention group. No interaction effects were found. Participants were also assigned into High and Low vitamin D groups based on the vitamin D status at post-test; i.e., the upper (75.1 nmol/L) and lower quartile (46.7 nmol/L). T-tests revealed that participants with a vitamin D status above 75 nmol/L showed significantly higher levels of physical activity than participants with a vitamin D status below 46.7 nmol/L. Thus, a vitamin D status above 75 nmol/L seems to be an optimal level.