The large, randomized, double-blind, placebo-controlled trial VITAL (Vitamin D and omega 3 trial) recently confirmed that vitamin D and omega-3 polyunsaturated fatty acid (PUFA) co-supplementation (VIDOM) can reduce the incidence of autoimmune diseases. Based on these relevant results, this commentary summarizes the molecular mechanisms behind the anti-inflammatory and immunomodulatory properties of vitamin D and omega-3 PUFAs. We also describe the potential bidirectional interplay between vitamin D metabolism and omega-3 PUFA metabolism that underlies the rationale for VIDOM co-supplementation and that may contribute to enhance the anti-inflammatory and immunomodulatory actions of vitamin D and omega-3 PUFAs when these compounds are administered in combination.