Key Points Baseline eGFR does not affect the effects of supplementation with vitamin D₃ on the incidence of cardiovascular events or invasive cancer.Vitamin D₃ supplementation results in a greater reduction in serum parathyroid hormone concentration in those with lower versus higher eGFR. Background Reduced 25-hydroxyvitamin D (25[OH]D) metabolism and secondary hyperparathyroidism are common with lower estimated glomerular filtration rate (eGFR) and may contribute to cardiovascular disease and cancer risk. Methods We assessed for heterogeneity by baseline eGFR of the effects of vitamin D₃ on cardiovascular and cancer outcomes in the Vitamin D and Omega-3 Trial (VITAL). Participants were randomized to 2000 IU vitamin D₃ and/or 1 g Ω-3 fatty acids daily using a placebo-controlled, two-by-two factorial design (5.3 years follow-up). Primary study end points were incident major cardiovascular events and invasive cancer. Changes in serum 25(OH)D and parathyroid hormone (PTH) were examined. Results Baseline eGFR was available for 15,917 participants. Participants’ mean age was 68 years, and 51% were women. Vitamin D₃ resulted in higher serum 25(OH)D compared with placebo (difference in change 12.5 ng/ml; 95% CI, 12 to 13.1 ng/ml), without heterogeneity by eGFR (P interaction, continuous eGFR=0.2). Difference in change in PTH between vitamin D₃ and placebo was larger with lower eGFR (P interaction=0.05): –6.9 (95% CI, –10.5 to –3.4), –5.8 (95% CI, –8.3 to –3.4), –4 (95% CI, –5.9 to –2.2), and –3.8 (95% CI, –5.6 to –2) pg/ml for eGFR <60, 60–74, 75–89, and ≥90 ml/min per 1.73 m², respectively. Effects of vitamin D₃ supplementation on cardiovascular events (P interaction=0.61) and cancer (P interaction=0.89) did not differ by eGFR: HR=1.14 (95% CI, 0.73 to 1.79), HR=1.06 (95% CI, 0.75 to 1.5), HR=0.92 (95% CI, 0.67 to 1.25), and HR=0.92 (95% CI, 0.66 to 1.27) across eGFR categories for cardiovascular events and HR=1.63 (95% CI, 1.03 to 2.58), HR=0.85 (95% CI, 0.64 to 1.11), HR=0.84 (95% CI, 0.68 to 1.03), and 1.11 (95% CI, 0.92 to 1.35) for cancer, respectively. Conclusions We observed no significant heterogeneity by baseline eGFR in the effects of vitamin D₃ supplementation versus placebo on cardiovascular or cancer outcomes, despite effects on 25(OH)D and PTH concentrations.