Premenstrual syndrome (PMS) has various symptoms that occur during the luteal phase of the menstrual cycle and subside after menstruation. Anxiety and depression are prevalent in women with PMS and may exacerbate the severity of PMS. Vitamin D and calcium deficiency may have a role in developing anxiety, depression, and musculoskeletal pain (MSP). The aim of this study was to evaluate selected premenstrual symptoms in relation to serum vitamin D levels, daily calcium consumption, and psychological symptoms among women with MSP. The study population consisted of 108 women with MSP and 108 healthy controls. Information about premenstrual symptoms and calcium consumption were collected. Psychological symptoms were assessed using the Hospital Anxiety and Depression Scale (HADS). Vitamin D was determined by electrochemiluminescence immunoassay. Women with MSP had lower serum vitamin D levels, lower daily calcium consumption, higher HADS scores for anxiety and depression, and higher frequency of severe premenstrual symptoms including fatigue, headache, irritability, mood swings, anxiety, depression, and social withdrawal compared to controls (P < 0.01). Abnormal HADS scores for anxiety and depression were associated with increased severity of premenstrual symptoms (P < 0.05). Deficient vitamin D and calcium consumption were associated with abnormal HADS scores for anxiety and depression (P < 0.05) and with increased severity of premenstrual headache, irritability, anxiety, and depression (P < 0.05). Low calcium consumption was associated with increased severity of premenstrual irritability, anxiety, depression, and social withdrawal (P < 0.05). The results suggest that vitamin D deficiency, low calcium consumption, psychological symptoms, and MSP could be interrelated and implicated in the etiology severe premenstrual symptoms. Further studies are necessary to assess whether vitamin D and calcium supplements can relieve MSP and premenstrual symptoms.