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The musculoskeletal benefits of calcium and vitamin-D3 supplementation and exercise have been extensively studied, but the effect on metabolism remains contentious. Urine samples were analyzed by (1)H-NMR spectroscopy from participants recruited for an 18-month, randomized controlled trial of a multi-component exercise program and calcium and vitamin-D3 fortified milk consumption. It was shown previously that no increase in musculoskeletal composition was observed for participants assigned to the calcium and vitamin-D3 intervention, but exercise resulted in increased bone mineral density, total lean body mass, and muscle strength. Retrospective metabolomics analysis of urine samples from patients involved in this study revealed no distinct changes in the urinary metabolome in response to the calcium and vitamin-D3 intervention, but significant changes followed the exercise intervention, notably a reduction in creatinine and an increase in choline, guanidinoacetate, and hypoxanthine (p < 0.001, fold change > 1.5). These metabolites are intrinsically involved in anaerobic ATP synthesis, intracellular buffering, and methyl-balance regulation. The exercise intervention had a marked effect on the urine metabolome and markers of muscle turnover but none of these metabolites were obvious markers of bone turnover. Measurement of specific urinary exercise biomarkers may provide a basis for monitoring performance and metabolic response to exercise regimes.