The long residence time of 25(OH)D in blood of 50 days or more, suggests that there is some store of this metabolite, when there is no input of vitamin D from the environment. Yet no functional store has been found. There are several reports of higher blood concentrations of 25(OH)D in people exercising in winter, even indoors, compared to those who have a more sedentary lifestyle. This suggests that some function of skeletal muscle may have a role in maintaining vitamin D status. Muscle biopsies from sheep have significantly higher concentrations of 25(OH)D in winter than in summer. Studies with muscle cells in vitro have revealed the presence of megalin/cubilin proteins in the plasma membrane of these cells. These membrane proteins transport vitamin D-binding protein (DBP) from the extracellular fluid into the myocytes where some binds to actin and the rest remains free in the cytoplasm. This internalised DBP provides an array of high affinity binding sites for 25(OH)D which diffuses into the myocytes from the extracellular fluid. However, DBP in the muscle cell cytoplasm soon undergoes proteolysis. This then releases 25(OH)D which diffuses from the myocytes and returns to the circulation. With the seasonal fall of blood 25(OH)D in winter, some regulating signal is proposed to increase the DBP uptake and thus its concentration in skeletal muscle cells, so that 25(OH)D concentration in those cells also rises. These observations suggest that the repeated cycling of 25(OH)D into and out of skeletal muscle cells, accounts for its long residence time in blood. Variable regulation of intracellular DBP levels in myocytes would thus allow variable rates of cycling of 25(OH)D to and from the circulation with consequent variable residence time in blood. It is proposed that some feature of muscle undergoing regular exercise promotes this conservation mechanism for 25(OH)D.