86 patients with knee osteoarthritis were randomized to receive exercise therapy with either Vitamin D (Ex+VD) or Vitamin E (Ex+VE) supplementation, or exercise therapy alone. Outcomes of interest included the Japanese Knee Osteoarthritis Measure (JKOM), Quadriceps Muscle Strength (QMS), 10-meter walk test (10MWT), Hand Grasping Power (HGP), Short-Form 36 (SF-36) Physical and Mental components, high sensitivity C-reactive protein (hs-CRP), Transforming Growth Factor Beta (TGF-B), Lumbar Spine Bone Mineral Density (LS-BMD), and body fat percentage and android fat distribution. The results showed that JKOM, QMS, and 10MWT improved in both groups after 6 months. HGP and SF-26 improved in the Ex+VD group, which also showed improvements in LS-BMD and android fat distribution. Hs-CRP levels improved in the Ex+VE group.