Hypovitaminosis D is highly prevalent in people with lung cancer, and may have adverse clinical consequences. The long and variable pharmacokinetic half-life of vitamin D makes prompt vitamin D replacement problematic. This is an open, one-armed therapeutic intervention using a loading dose of vitamin D that will be predicted to increase plasma 25-hydroxyvitamin D concentrations of every patient well into the normal range (> 100 nmol/L) within 2 or 3 weeks and monitored after 2 and 3 weeks of loading and maintenance dose. Preliminary data will also be obtained to identify potentially clinical important outcome benefits for future investigation. The outcomes are

1. plasma 25OHD concentration
2. Vitamin D binding protein and other plasma concentrations
3. Mood and symptom

Inclusion Criteria:

1. Any patient with advanced lung cancer whether or not receiving specific anti-cancer therapy
2. Mentally competent (but need not be fluent in French or English if capable neutral translator available)
3. Self report of reduced food intake and/or involuntary weight loss of any extent at time of enrollment: does not have to be documented

Exclusion Criteria:

1. Current diagnosis of primary hyperparathyroidism
2. Nephrocalcinosis
3. Current or suspected active tuberculosis, histoplasmosis, sarcoidosis, or other granulomatous disease
4. Current using a vitamin D supplement providing > 1000 IU/day
5. Current prescribed calcitriol in any dose
6. History of extensive sunlight exposure (> 30 min summer sunlight exposure per day for more than 5 days per week) in previous 3 months
7. Expected to die within next 2 months
8. Pregnancy