Experimental and epidemiological studies suggest that vitamin D may be implicated in haemostatic regulations and influence the risk of venous thromboembolism (VTE). The aim of this study was to investigate whether oral supplementation of vitamin D3 combined with calcium reduces the risk of VTE. In the randomised, double-blind, placebo-controlled Women’s Health Initiative Calcium Plus Vitamin D trial, 36,282 postmenopausal women aged 50–79 years were randomised to receive 1,000 mg of calcium carbonate and 400 IU of vitamin D3 per day (n=18,176) or a matching placebo (n=18,106) during an average of seven years. This secondary analysis of the trial compared the incidence of VTE by treatment group using an intention-to-treat Cox regression analysis. The incidence of VTE did not differ between women randomised to calcium plus vitamin D and women randomised to placebo (320 vs 348 VTE events, respectively; hazard ratio (HR) 0.92, 95% confidence interval (CI) 0.79–1.07). Results were not modified in an analysis using inverse-probability weights to take non-adherence into account (HR 0.94, 95%CI 0.73–1.22) or in multiple subgroups. Whereas the risk of a non-idiopathic VTE was similar between groups, the risk of idiopathic VTE was lower in women randomised to calcium plus vitamin D (40 vs 65 events; HR 0.62, 95%CI 0.42–0.92). In conclusion, daily supplementation with 1,000 mg of calcium and 400 IU of vitamin D did not reduce the overall incidence of VTE in generally healthy postmenopausal women. However, the observed reduced risk of idiopathic VTE in women randomised to calcium and vitamin D warrants further investigations.