Hypovitaminosis D is associated with frailty, but if vitamin D supplementation may prevent the onset of frailty is poorly known. Therefore, we aimed to investigate whether vitamin D supplementation is associated with a lower risk of frailty. In this longitudinal study, 4,421 individuals at high risk or having knee osteoarthritis free from frailty at baseline (mean age: 61.3, females = 58.0%) were followed for 8 years. Details regarding vitamin D supplementation were captured by asking whether the participant took vitamin D during the previous year, at least once per month. Frailty was defined using the Study of Osteoporotic Fracture (SOF) index as the presence of at least two of the following criteria: (i) weight loss ≥ 5% between baseline and any subsequent follow-up visit; (ii) inability to do five chair stands; (iii) low energy level according to the SOF definition. Multivariable Cox's regression analyses, calculating hazard ratios (HRs) with 95% confidence intervals (CIs), were undertaken. At baseline 69.7% took vitamin D supplements in the previous year, with a mean dose of 384 ± 157 IU per day. During the 8-year follow-up, no difference in the incidence of frailty was evident by vitamin D supplementation status at baseline, even after adjusting for 13 baseline confounders (HR = 0.95; 95% CI: 0.72–1.25). Similar results were obtained using the propensity score (HR = 0.95; 95% CI: 0.71–1.25) or age- and sex-matched controls (HR = 1.00; 95% CI: 0.75–1.33). In conclusion, low-dose vitamin D supplementation was not associated with any decreased risk of frailty during eight years of follow-up in a large cohort of North American people. Future large-scale trials with high doses of oral vitamin D and longer follow-up are needed to confirm/refute our findings.