Previous studies have demonstrated that vitamin A and carotenoids regulate immune function in lymphocytes and splenocytes, and that the carotenoid lutein regulates matrix metalloproteinase-9 (MMP-9) production in macrophages. In this study, we investigated the effects of all-trans retinoic acid (atRA, a bioactive vitamin A metabolite), retinol (vitamin A), and β-carotene (vitamin A precursor) on the activity of murine RAW264.7 and peritoneal macrophages. Our results indicated that atRA and retinol could induce GM-CSF and IL-16 expression, whereas all these tested substances enhanced MMP-9 production. Interestingly, the expression of GM-CSF, IL-16, and MMP-9 was distinctly regulated by these three substances. AtRA and retinol affected GM-CSF and IL-16 expression mainly through RA receptor β (RARβ). However, atRA induced MMP-9 production was via RARα activation and retinol and β-carotene caused MMP-9 production via RARα and β activation. These were supported by the observations that the RARα and β agonists/antagonists differentially affected MMP-9 production and that atRA and β-carotene enhanced RARE-mediated and MMP-9 promoter luciferase activity. In parallel, while the MMP-9 induction by atRA was not affected by the MAPKs inhibitors, its induction by retinol and β-carotene was repressed by the inhibitor targeting ERK1/2. Finally, we show that all the tested substances could functionally enhance macrophage phagocytosis. Taken together, we provide evidence here for the first time that atRA, retinol, and β-carotene differentially regulate GM-CSF, IL-16, and MMP-9 production in macrophages, explaining at least in part why these vitamin A-related substances are beneficial for immunity.