Cytokines and vitamin D both have a role in modulating the immune system, and are also potentially useful biomarkers in mental illnesses such as major depressive disorder (MDD) and schizophrenia. Studying the variability of cytokines and vitamin D in a healthy population sample may add to understanding the association between these biomarkers and mental illness. To assess genetic and environmental contributions to variation in circulating levels of cytokines and vitamin D (25-hydroxy vitamin D: 25(OH)D3), we analyzed data from a healthy adolescent twin cohort (mean age 16.2 years; standard deviation 0.25). Plasma cytokine measures were available for 400 individuals (85 MZ, 115 DZ pairs), dried blood spot sample vitamin D measures were available for 378 individuals (70 MZ, 118 DZ pairs). Heritability estimates were moderate but significant for the cytokines transforming growth factor-β1 (TGF-β1), 0.57 (95% CI 0.26–0.80) and tumor necrosis factor-receptor type 1 (TNFR1), 0.50 (95% CI 0.11–0.63) respectively. Measures of 25(OH)D3 were within normal range and heritability was estimated to be high (0.86, 95% CI 0.61–0.94). Assays of other cytokines did not generate meaningful results. These potential biomarkers may be useful in mental illness, with further research warranted in larger sample sizes. They may be particularly important in adolescents with mental illness where diagnostic uncertainty poses a significant clinical challenge.