In-vitro studies suggest that vitamin D reduces inflammation by inhibiting nuclear factor kappa-B (NFκB) activity. Yet, no trials have examined the effects of vitamin D supplementation on NFκB activity in-vivo in humans. We conducted a double-blind randomized trial (RCT) examining effects of vitamin D supplementation on inflammatory markers and NFκB activity in peripheral blood mononuclear cells (PBMCs). Sixty-five overweight/obese, vitamin D-deficient (25-hydroxyvitamin D [25(OH)D] ≤ 50 nmol/L) adults were randomized to a single 100,000 IU bolus followed by 4,000 IU daily cholecalciferol or matching placebo for 16 weeks. We measured BMI, % body fat, serum 25(OH)D, high-sensitivity C-reactive protein (hsCRP), tumour necrosis factor (TNF), monocyte chemoattractant protein-1 (MCP-1), interferon-gamma (IFN-γ), several interleukins, and NFκB activity in PBMCs. Fifty-four participants completed the study. Serum 25(OH)D concentrations increased with vitamin D supplementation compared to placebo (p < 0.001). Vitamin D and placebo groups did not differ in any inflammatory markers or NFκB activity (all p > 0.05). Results remained non-significant after adjustment for age, sex, and % body fat, and after further adjustment for sun exposure, physical activity, and dietary vitamin D intake. Although in-vitro studies report anti-inflammatory effects of vitamin D, our RCT data show no effect of vitamin D supplementation on inflammatory markers or NFκB activity in-vivo in humans.