Vitamin D supplementation is widely used. However, there is no consensus on the use and dosage of this supplement and the existing recommendations arise from studies based on the benefits that this nutrient can facilitate in bones. In addition, individual genetics can influence the response to supplementation, therefore, research involving monozygotic twins aims to reduce these differences in phenotypic responses. The objective of this randomised controlled study is to examine the effect of vitamin D supplementation on body composition and the expression of the vitamin D receptor (VDR) mRNA. An intervention was performed through supplementation with cholecalciferol at the concentration of 2000 IU in 90 healthy adult monozygotic twins (male or female pairs) for 2 months. The findings showed that serum vitamin D concentration increased by 65% and VDR gene expression sixty times (p = 0.001). Changes in body composition parameters were observed regarding body fat and lean mass. Our results indicate that an increase in serum vitamin D concentration may have potential therapeutic implications.