Objective: A multisystem chronic autoimmune illness with recurrent and relapsing episodes that can affect the locomotor system as well as the liver and kidneys is known as systemic lupus erythematosus (SLE). Vitamin D deficiency is thought to play a role in the pathogenesis of SLE. Therefore, our primary aim in this literature review is to determine the role of vitamin D deficiency on SLE symptoms. Our secondary aim is to explain the benefits of exercise on SLE-related comorbidities. Method: A comprehensive literature search on SLE symptoms, biochemistry, and pathophysiology was performed via Google Scholar. The effect of exercise on SLE comorbidities was investigated. Results: Some studies suggest that SLE is caused by environmental and genetic factors. The exact cause of the disease is still unknown, but there is evidence that vitamin D deficiency is associated with SLE symptoms. In addition to drug treatment for locomotor system involvement in SLE patients, physiotherapy applications are also included. In this study, the positive effects of exercise in SLE patients on pain, fatigue, and sleep problems caused by both disease-related and side effects of pharmacological applications used in treatment are reported. Information about the effects of vitamin D deficiency in SLE and how exercise contributes to the improvement of these symptoms is presented. Conclusion: Vitamin D deficiency in the symptoms seen in Systemic Lupus Erythematosus cannot be corrected by vitamin D supplementation alone. At this point, exercise provides possible benefits in correcting vitamin D deficiency. Therefore, exercise has positive effects on SLE comorbidities. Future studies should be planned with the aim of establishing a suitable exercise prescription for SLE.