Purpose High plasma vitamin D (VitD) level and regular exercise (Ex) are known to have anti-cancer and immunomodulatory effects. This study aimed to evaluate the impact of VitD supplementation and imposed physical Ex on mammary tumour growth and immune response in ovariectomised mice fed high-fat (HF) diet. Methods Ovariectomised 33-week-old mice C57BL/6 (n = 60), housed in enriched environment (EE), were fed HF diet (450 kcal/100 g) supplemented or not with VitD (HF/HF + D: 125/1225 IU/100 g) for 12 weeks and submitted or not to Ex (HF + Ex; HF + D + Ex) on treadmill (45 min/day, 5 days/week). At w8, syngeneic tumour cells EO771 were orthotopically injected into the 4th mammary gland. Spontaneous activity (SPA), maximal speed (MS) and forelimb grip strength (GS) were measured. Tumour immune cells infiltrate was phenotyped by FACS. Data (mean +/- SEM) were analysed by two-way ANOVA + Tukey post-test. Results Ex (p = 0.01) and VitD (p = 0.05) reduced body weight gain. Exercise decreased visceral fat mass [g: 1.5 +/- 0.8 (HF); 1.2 +/- 0.65 (HF + Ex); 0.9 +/- 0.6 (HF + D + Ex); p = 0.03]. SPA (p < 0.0001) and GS (p = 0.01) were higher in HF + D + Ex mice vs others. No effect of Ex or VitD on tumour growth was detected. In tumour, VitD decreased the proportion of NK (p = 0.03), while Ex increased it (p = 0.03). The Th1/Th2 ratio is lowered by VitD (p = 0.05), while Tc/Treg ratio was not affected either by Exercise or VitD. Conclusion In our experimental conditions, VitD supplementation and physical exercise have synergetic effects reducing the weight gain under HF diet and improving the physical capacities of mice. VitD coupled with exercise induces an immunosuppressive response without effect on tumour growth.