The long term effects of hormone replacement therapy (HRT) and vitamin D3 (Vit D) on bone mineral density (BMD) were studied. A total of 464 nonosteoporotic early postmenopausal women from the Kuopio Osteoporosis Study (n = 13100) were randomized to four groups: 1) HRT (sequential combination of 2 mg estradiol valerate and 1 mg cyproterone acetate, 2) Vit D3 (300 and 100 IU/day during the fifth year), 3) HRT and Vit D combined, and 4) placebo. Lumbar (L2-L4) and femoral neck BMD were determined by dual x-ray absorptiometry (DXA) at baseline and after 2.5 and 5 yr of treatment. Intention to treat analysis (n = 464) showed that after 5 yr, lumbar BMD remained unchanged in the HRT and HRT plus Vit D groups [+0.2% (P = 0.658) and +0.9% (P = 0.117), respectively], whereas lumbar BMD decreased by 4.6% in the Vit D group and by 4.5% in the placebo group (P < 0.001 in both). The loss of femoral neck BMD was less in the HRT (-1.4%; P = 0.005) and HRT plus Vit D (-1.3%; P = 0.003) groups than in the Vit D and placebo groups (-4.3%; P < 0.001 in both). Among those 370 women who complied with the 5-yr treatment, the effect was more pronounced: lumbar BMD had increased by 1.5% in the HRT (P = 0.009) and by 1.8% in the HRT plus Vit D group (P = 0.005), with a plateau after 2.5 yr, whereas lumbar BMD had decreased in both the Vit D and placebo groups (4.6% and 4.7%; P < 0.001, respectively). Femoral neck BMD decreased again less in the HRT (-0.4%) and HRT plus Vit D (-0.6%) groups than in the Vit D and placebo groups (-4.4% in both). This study confirms the positive long term effect of HRT on BMD also seen in intention to treat analysis. The data suggest that low dose vitamin D3 supplementation does not prevent bone loss in healthy, nonosteoporotic, early postmenopausal women, and it confers no benefit additional to that of HRT alone.