Although vitamin A is essential for gut immune cell trafficking (paramount for the intestinal immune system), epidemiological studies on the role of vitamin A in colorectal cancer (CRC) aetiology are conflicting. By using functional polymorphisms, gene–environment (GxE) interaction analyses may identify the biological effects (or “mechanism of action”) of environmental factors on CRC aetiology. Potential interactions between dietary or supplemental vitamin A intake and genetic variation in the vitamin A metabolic pathway genes related to risk of CRC were studied. We used a nested case-cohort design within the Danish “Diet, Cancer and Health” cohort, with prospectively collected lifestyle information from 57,053 participants, and the Cox proportional hazard models and likelihood ratio test. No statistically significant associations between the selected polymorphisms and CRC, and no statistically significant interactions between vitamin A intake and the polymorphisms were found. In conclusion, no support of an involvement of vitamin A in CRC aetiology was found.