Vitamin A supplementation (VAS) at birth was not associated with improved survival in a randomised, placebo-controlled trial in Guinea-Bissau. However, a negative sex-differential effect, which became evident after diphtheria-tetanus-pertussis (DTP) vaccination, was noted; among girls who had received DTP, VAS at birth was associated with two-fold higher mortality than placebo. The objective of the present study was to investigate the immunological effects of VAS at birth within a subgroup of participants in the randomised trial. Guided by the mortality results, we further explored whether VAS had a differential effect according to sex and DTP status. At 6 weeks after randomisation and supplementation, we measured differential leucocyte counts and TNF-α, interferon-γ, IL-10, IL-13 and IL-5 production in a whole-blood culture assay. A total of 471 children were included. VAS compared with placebo at birth was associated with a higher proportion of monocytes (relative risk ratio 1·26, 95 % CI 1·07, 1·49, P=0·04), while spontaneous TNF-α production was lower in the VAS group (geometric mean ratio 0·54, 95 % CI, 0·37, 0·78, P=0·001). Stratified analysis showed that VAS was associated with lower TNF-α and IL-10 production for girls without DTP and boys with DTP, resulting in significant three-way interactions between VAS, sex and DTP vaccination status (P=0·03 and P=0·04, respectively) for spontaneous TNF-α and IL-10 production. The results substantiate the potential role of VAS as an immunomodulatory intervention, which has different effects depending on concomitant health interventions and the sex of the recipient.