The emergence of persistent symptoms following SARS-CoV-2 infection, known as long COVID, is providing a new challenge to healthcare systems. The cardinal features are fatigue and reduced exercise tolerance. Vitamin D is known to have pleotropic effects far beyond bone health and is associated with immune modulation and autoimmunity. We hypothesize that vitamin D levels are associated with persistent symptoms following COVID-19. Herein, we investigate the relationship between vitamin D and fatigue and reduced exercise tolerance, assessed by the Chalder Fatigue Score, six-minute walk test and modified Borg scale. Multivariable linear and logistic regression models were used to evaluate the relationships. A total of 149 patients were recruited at a median of 79 days after COVID-19 illness. The median vitamin D level was 62 nmol/L, with n = 36 (24%) having levels 30–49 nmol/L and n = 14 (9%) with levels <30 nmol/L. Fatigue was common, with n = 86 (58%) meeting the case definition. The median Borg score was 3, while the median distance covered for the walk test was 450 m. No relationship between vitamin D and the measures of ongoing ill-health assessed in the study was found following multivariable regression analysis. These results suggest that persistent fatigue and reduced exercise tolerance following COVID-19 are independent of vitamin D.