Although regular physical activity is known to benefit health of aging populations, there are still many factors, which regulate exercise-induced adaptive changes. Among many vitamin D and myokines are under consideration. We, therefore, evaluated the influence of a single session of and regular Nordic Walking (NW) training combined with vitamin D supplementation on cognitive functions and muscle strength and some elements of the amino-acid profile. Thirty-five healthy elderly women (68 ± 5 years old) from health promotion programmes took part in the study. At baseline they were divided into two groups: women, who participated in NW training for the first time (Beginners Group: BG) and women, who continued regular NW training longer than four years (Advance Group: AG). All women had a similar concentration of vitamin D (above 20 ng·ml^-1) at baseline. The 12 weeks of NW training was supported by supplementation of vitamin D₃ (4000 IU/day). Muscle strength, serum concentrations of myokines (irisin and IL-6), brain derived neurotrophic factor (BDNF), inflammation marker, glucose, branched amino acids and tryptophan were all assessed at baseline, 1 h after the first single training session and adequately at the end of the training programme. In addition, iron and ferritin were measured. The concentration of vitamin D₃ as well as psychological (Quality-of-Life Assessment, The Beck Depression Inventory-2) and cognitive evaluations (D2 test of attention, Trial Making Test A&B) were also performed before and after the 12-week training programme. Data were interpreted using magnitude-based inferences. According to data obtained in this study, regular NW training resulted in improvement of cognitive functions in aged women. These positive changes were accompanied by an increase of irisin and BDNF concentration (adjusted effect moderate and likely). Our data also revealed that observed reductions of glucose and tryptophan concentrations might have positively contributed to the amelioration of cognitive functions. Still, obtained results indicated that it was not the level vitamin D that modulated exercise-induced changes, but rather the long-lasting experience and being more advanced in training.