Fibromyalgia syndrome (FMS) and chronic widespread musculoskeletal pain (CMP) are diffuse suffering syndromes that interfere with normal activities. Controversy exists over the role of vitamin D in the treatment of these diseases. We carried out a systematic literature review of randomized controlled trials (RCT) to establish whether vitamin D (25OHD) deficiency is more prevalent in CMP patients and to assess the effects of vitamin D supplementation in pain management in these individuals. We searched PubMed, Physiotherapy Evidence Database (PEDro), and the Cochrane Central Register of Controlled Trials (CENTRAL) for RCTs published in English from 1 January 1990 to 10 July 2022. A total of 434 studies were accessed, of which 14 satisfied the eligibility criteria. In our review three studies, of which two had the best-quality evidence, a correlation between diffuse muscle pain and 25OHD deficiency was confirmed. Six studies, of which four had the best-quality evidence, demonstrated that appropriate supplementation may have beneficial effects in patients with established blood 25OHD deficiency. Eight studies, of which six had the best-quality evidence, demonstrated that 25OHD supplementation results in pain reduction. Our results suggest a possible role of vitamin D supplementation in alleviating the pain associated with FMS and CMP, especially in vitamin D-deficient individuals.