Vitamin D, which is both a vitamin and a hormone, helps control levels of calcium and phosphate in the blood and is essential for the formation of bones and teeth.
Sources of Vitamin D include oily fish and eggs, but it can be difficult to get enough through diet alone. Most people generate vitamin D by exposing their skin to ultraviolet B rays in sunlight.
Previous studies suggest that vitamin D can block the action of enzyme 11-beta HSD1, which is needed to make the "stress hormone" cortisol.
As Vitamin D may reduce circulating levels of cortisol, it could theoretically improve exercise performance and lower cardiovascular risk factors.
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In the study, researchers from Queen Margaret University in Edinburgh gave 13 healthy adults matched by age and weight 50 microgrammes of vitamin D per day or a placebo over a period of two weeks.
Adults supplementing with vitamin D had lower blood pressure compared to those given a placebo, as well as having lower levels of the stress hormone cortisol in their urine.
"Our pilot study suggests that taking vitamin D supplements can improve fitness levels and lower cardiovascular risk factors such as blood pressure," said Dr Raquel Revuelta Iniesta, co-author of the study.
"Our next step is to perform a larger clinical trial for a longer period of time in both healthy individuals and large groups of athletes such as cyclists or long-distance runners," Iniesta said.