In the randomized, placebo-controlled, double-blind trial 'Palliative-D', vitamin D treatment of 4000 IE/day for 12 weeks reduced opioid use and fatigue in vitamin-D-deficient cancer patients. In screening data from this trial, lower levels of vitamin D were associated with more fatigue in men but not in women. The aim of the present study was to investigate possible sex differences in the effect of vitamin D in patients with advanced cancer, with a specific focus on fatigue. A post hoc analysis of sex differences in patients completing the Palliative-D study ( = 150) was performed. Fatigue assessed with the Edmonton Symptom Assessment Scale (ESAS) was reduced in vitamin-D-treated men; -1.50 ESAS points (95%CI -2.57 to -0.43; = 0.007) but not in women; -0.75 (95%CI -1.85 to 0.36; = 0.18). Fatigue measured with EORTC QLQ-C15-PAL had a borderline significant effect in men (-0.33 (95%CI -0.67 to 0.03; = 0.05)) but not in women ( = 0.55). The effect on fatigue measured with ESAS in men remained the same after adjustment for opioid doses ( = 0.01). In conclusion, the positive effect of the correction of vitamin D deficiency on fatigue may be more pronounced in men than in women. However, studies focused on analyzing sex differences in this context must be performed before firm conclusions can be drawn.