The aim of the ‘Palliative-D’ study was to test the hypothesis that correction of vitamin D deficiency reduces opioid use in cancer patients admitted to palliative care. A multicenter randomized, placebo-controlled, double-blind trial in three home-based palliative care facilities in Sweden was performed. Patients with advanced cancer and 25-hydroxyvitamin D < 50 nmol/L were randomized to vitamin D3 4000 IU/day or placebo for 12 weeks. The primary endpoint was the difference of long-acting opioid use (fentanyl ug/h) between the groups during 12 weeks, based on four time points. Secondary outcomes included changes in antibiotic use, fatigue and Quality of Life (QoL). A total of 244 patients were randomized, and 150 patients completed the 12 weeks. The major reason for drop-out was death due to cancer. The vitamin D-group had a significantly smaller increase of opioid doses compared to the placebo-group; beta coefficient −0.56 (p = 0.03), i.e., 0.56 µg less fentanyl/h per week with vitamin D treatment. Vitamin D-reduced fatigue assessed with ESAS was −1.1 points after 12 weeks (p < 0.01). Antibiotic use or QoL did not differ significantly between the groups. The treatment was safe and well-tolerated. In conclusion, correction of vitamin D deficiency may have positive effects on opioid use and fatigue in palliative cancer patients, but only in those with a survival time more than 12 weeks.