There are a number of calcium side effects that are seen when people take this supplement. While these calcium side effects may not be alarming, consumer should still be aware of them. The side effects of calcium supplements can include: constipation and upset stomach. Additionally, more serious calcium side effects can include: nausea/vomiting, loss of appetite, unusual weight loss, mental/mood changes, bone/muscle pain, headaches, increased thirst/urination, weakness and fatigue. Allergic reactions can also be included in the list of calcium side effects.