Vitamin D deficiency is rampant in the Middle East, even in children and adolescents. This study was designed to investigate the effects of claimed vitamin D-fortified dairy products versus oral vitamin D supplementation on serum vitamin D levels of Saudi adolescents. A 6-mo multi-center, controlled clinical study, involving 34 schools in the central region of Riyadh, Saudi Arabia, was conducted. Four locally available milk products having “vitamin D-fortified” labels [200 mL fortified milk of different brands] and vitamin D tablet (1,000 IU) were tested. Anthropometrics were taken and fasting blood samples withdrawn at baseline and after intervention for the quantification of serum glucose, lipid profile, and 25(OH) vitamin D. A significant increase in 25(OH)D level was observed in subjects supplemented with vitamin D tablet, milk brands 2 and 4, whereas subjects supplied with fortified milk brands 1 and 3, respectively, exhibited a significant decrease in 25(OH)D levels. Analysis of covariance showed that after adjusting for baseline 25(OH)D, age, gender, and BMI, the mean 25(OH)D levels of children who were taking vitamin D tablet (9.1 ± 0.8 nmol/L) and milk brand 4 were significantly higher (7.3 ± 1.1 nmol/L) than children taking milk brand 2 (1.6 ± 1.0 nmol/L). Subjects supplied with milk brands 1 and 2 exhibited a significant increase in total cholesterol level, while it dropped significantly in subjects taking milk brand 3. No changes were observed in other groups. Although the superiority of oral vitamin D supplementation versus fortified milk is unquestionable, different dairy products used in this clinical study elicited varying degrees of improvement in serum 25(OH)D level. The observed outcomes were dependent on the strategy and gender in the Saudi adolescent population, with oral tablet supplementation being favored in boys.