Background: Low serum 25-hydroxyvitamin D [25(OH)D] concentrations have been associated with insulin resistance, the metabolic syndrome, and type 2 diabetes. Because many non-Western immigrants in the Netherlands are vitamin D deficient, obese, and at high risk of diabetes, vitamin D supplementation may contribute to prevent diabetes and insulin resistance. Objective: We examined the effect of vitamin D supplementation on insulin sensitivity and β cell function in overweight, vitamin D-deficient, non-Western immigrants at high risk of diabetes. Design: The study was a 16-wk, randomized, placebo-controlled trial. A total of 130 non-Western immigrants with prediabetes (fasting glucose concentration >5.5 mmol/L or random glucose concentration from 7.8 to 11.1 mmol/L) and vitamin D deficiency (serum 25[OH]D concentration <50 nmol/L) were randomly assigned after stratification by sex to receive either cholecalciferol (1200 IU/d) or a placebo for 16 wk. All participants received 500 mg Ca/d as calcium carbonate. The primary outcome was the difference in the area under the curve of insulin and glucose after a 75-g oral-glucose-tolerance test after 4 mo of treatment. Secondary outcomes were insulin-sensitivity variables, β cell-function variables, and metabolic syndrome. Results: Mean serum 25(OH)D concentrations increased significantly in the vitamin D compared with placebo groups. After 4 mo of therapy, the mean between-group difference was 38 nmol/L (95% CI: 32.1, 43.9 nmol/L; P < 0.001). There was no significant effect on insulin sensitivity and β cell function. In a post hoc analysis, when patients with diabetes at baseline were excluded, a significant increase in the insulinogenic index was observed in participants who obtained a 25(OH)D concentration ≥60 nmol/L (P = 0.040). Conclusions: Vitamin D supplementation in non-Western vitamin D-deficient immigrants with prediabetes did not improve insulin sensitivity or β cell function or change the incidence of metabolic syndrome. However, after the exclusion of diabetic subjects, an improvement in the insulinogenic index was observed in participants who obtained a 25(OH)D concentration ≥60 nmol/L. © 2014 American Society for Nutrition.