Supplement users (SU) make healthy lifestyle choices; on the other hand, SU report more medical conditions. We hypothesised that cod liver oil (CLO) consumers are similar to non-supplement users, since CLO use might originate from historical motives, i.e., rickets prevention, and not health consciousness. CLO consumers were studied in order to identify possible confounders, such as confounding by indication. The European Prospective Investigation into Cancer (EPIC) investigates causes of chronic disease. The participants were 25,639 men and women, aged 40–79 years, recruited from general practices in Norfolk, East-Anglia (UK). Participants completed questionnaires and a health examination between 1993 and 1998. Supplement use was measured using 7-day diet diaries. CLO was the most common supplement used, more prevalent among women and associated with not smoking, higher physical activity level and more favourable eating habits. SU had a higher occurrence of benign growths and bone-related diseases, but CLO was negatively associated with cardiovascular-related conditions. Although the results of SU characteristics in EPIC-Norfolk are comparable with studies worldwide, the CLO group is different from SU in general. Confounding by indication takes place and will need to be taken into account when analysing prospective associations of CLO use with fracture risk and cardiovascular diseases.