In observational studies, vitamin D deficiency is associated with depressive symptoms. However, randomised controlled trials (RCT) with vitamin D supplementation have not been conclusive. In the present study 206 subjects were randomised to vitamin D (100 000 IU (2500 µg) as a bolus dose followed by 20 000 IU (500 µg) per week) and 202 to placebo. The Beck Depression Inventory-II (BDI-II) was filled in at baseline and after 4 months at the end of the study. At baseline the mean age was 51·4 and 52·5 years and mean serum 25-hydroxyvitamin D (25(OH)D) 32·5 and 35·1 nmol/l in the vitamin D and placebo groups, respectively. Among the 408 subjects, 193 had a BDI-II score >4, and forty-five had a score >13. Twenty-three subjects were using anti-depressant or mood-stabilising drugs. At the end of the study, there were no significant differences in Δ BDI-II score (score at the end of the study minus score at baseline), regardless of analysing all subjects, subjects with or without psycopharmaca, or if performing subgroup analyses based on baseline and final serum 25(OH)D levels combined with categories of baseline BDI-II scores >4 or >13. In conclusion, we have not been able to demonstrate any significant effect of vitamin D supplementation on depressive symptoms. However, few of our subjects were clinically depressed. Future RCT should include subjects with more severe vitamin D deficiency as well as more depressed subjects than in our study. In such a setting vitamin D may probably be more relevant as an augmenter of standard antidepressant medication/treatment.