The search of prognostic factors is a priority in diffuse large B-cell lymphoma (DLBCL) due to its aggressiveness. We have recently found that the level of circulating MDSCs is a good marker of survival in a translational study based on a trial (EudraCT Number: 2014-001620-29), using lenalidomide combined with R-GDP (rituximab plus gemcitabine, cisplatin, and dexamethasone). Since Vitamin D is a known immunomodulator, we have studied blood levels of these cell populations comparing patients with deficit of vitamin D levels (<15 ng/mL with those with normal levels >15 ng/mL. Mann–Whitney U test was used to compare cells distributions between groups, Wilcoxon test to compare cells distribution at different times and Spearman test to measure the association between cell populations. Patients with vitamin D deficit maintained the increased level of immune suppressor cells, whereas we observed a depletion of all immune suppressor cells in patients with normal vitamin D levels. In conclusion, we have confirmed the importance of vitamin D in the response to treatment in R/R DLBCL, suggesting that vitamin D deficit may be involved in the immune deficit of these patients, and thus, vitamin D supplementation in these patients may help to obtain a better response, warranting further investigation.