Vegetables and fruits contain non-provitamin A (lycopene, lutein, and zeaxanthin) and provitamin A (β-carotene, β-cryptoxanthin, and α-carotene) carotenoids. Within these compounds, β-carotene has been extensively studied for its health benefits, but its supplementation at doses higher than recommended intakes induces adverse effects. β-Carotene is converted to retinoic acid (RA), a well-known immunomodulatory molecule. Human interventions suggest that β-carotene and lycopene at pharmacological doses affect immune functions after a depletion period of low carotenoid diet. However, these effects appear unrelated to carotenoids and retinol levels in plasma. Local production of RA in the gut-associated lymphoid tissue, as well as the dependency of RA-induced effects on local inflammation, suggests that personalized nutrition/supplementation should be considered in the future. On the other hand, the differential effect of RA and lycopene on transforming growth factor-beta suggests that lycopene supplementation could improve immune functions without increasing risk for cancers. However, such preclinical evidence must be confirmed in human interventions before any recommendations can be made.