The calibration system for XIPE is aimed at providing a way to check and correct possible variations of performance of the Gas Pixel Detector during the three years of operation in orbit (plus two years of possible extended operation), while facilitating the observation of the celestial sources. This will be performed by using a filter wheel with a large heritage having a set of positions for the calibration and the observation systems. In particular, it will allow for correcting possible gain variation, for measuring the modulation factor using a polarized source, for removing non interesting bright sources in the field of view and for observing very bright celestial sources. The on-board calibration system is composed of three filter wheels, one for each detector and it is expected to operate for a small number of times during the year. Moreover, since it operates once at a time, within the observation mode, it allows for simultaneous calibration and acquisition from celestial sources on different detectors. In this paper we present the scope and the requirements of the on-board calibration system, its design, and a description of its possible use in space.