For the first time we report the relative influences of vitamin D2 and vitamin D3 on genome-wide gene expression in whole blood from healthy women, representing two ethnic groups, white European and South Asian. In this randomised placebo-controlled trial, participants were given daily physiological doses (15 µg) of either vitamin D2 or D3 for 12 weeks and changes in the transcriptome were compared relative to the transcriptome at baseline. While there was some overlap in the repertoire of differentially expressed genes after supplementation with each vitamin D source, most changes were specific to either vitamin D3 or vitamin D2, suggesting that each form of the vitamin may have different effects on human physiology. Notably, following vitamin D3 supplementation, the majority of changes in gene expression reflected a down-regulation in the activity of genes, many encoding components of the innate and adaptive immune systems. These are consistent with the emerging concept that vitamin D orchestrates a shift in the immune system towards a more tolerogenic status. Moreover, gene expression associated with type 1 and type 2 interferon activity differed following supplementation with either vitamin D2 or vitamin D3, with only vitamin D3 having a stimulatory effect. Interferons play a critical role in the innate response to infection and aberrant type 1 interferon signalling has recently been implicated in severe Covid-19 disease. The observed differences in gene expression after supplementation with vitamin D2 compared with vitamin D3 warrant a more intensive investigation of the biological effects of the two forms of vitamin D on human physiology.