Insufficient vitamin D status (serum 25-hydroxyvitamin D (S-25(OH)D)<50 nmol/l) is common among immigrants living at the northern latitudes. We investigated ethnic differences in response of S-25(OH)D to vitamin D3 supplementation, through a 5-month randomised controlled trial, in East African and Finnish women in Southern Finland (60°N) from December 2014 to May 2015. Vitamin D intakes (dietary and supplemental) were also examined. Altogether, 191 subjects were screened and 147 women (East Africans n 72, Finns n 75) aged 21–64 years were randomised to receive placebo or 10 or 20 µg of vitamin D3/d. S-25(OH)D concentrations were assessed by liquid chromatography–tandem MS. At screening, 56 % of East Africans and 9 % of Finns had S-25(OH)D<50 nmol/l. Total vitamin D intake was higher in East Africans than in Finns (24·2 (sd 14·3) v. 15·2 (sd 13·4) µg/d, P<0·001). Baseline mean S-25(OH)D concentrations were higher in Finns (60·5 (sd=16·3) nmol/l) than in East Africans (51·5 (sd 15·4) nmol/l) (P=0·001). In repeated-measures ANCOVA (adjusted for baseline S-25(OH)D), mean S-25(OH)D increased by 8·5 and 10·0 nmol/l with a 10-µg dose and by 10·7 and 17·1 nmol/l with a 20-µg dose for Finns and East Africans, respectively (P>0·05 for differences between ethnic groups). In conclusion, high prevalence of vitamin D insufficiency existed among East African women living in Finland, despite higher vitamin D intake than their Finnish peers. Moderate vitamin D3 supplementation was effective in increasing S-25(OH)D in both groups of women, and no ethnic differences existed in the response to supplementation.