Background Obesity is associated with inflammation but the role of vitamin D in this process is not clear. Objectives We aimed to assess the associations between serum 25-hydroxyvitamin D [25(OH)D], BMI, and 16 inflammatory biomarkers, and to assess the role of vitamin D as a potential mediator in the association between higher BMI and inflammation. Methods Northern Finland Birth Cohort 1966 (NFBC1966) 31-y data on 3586 individuals were analyzed to examine the observational associations between BMI, 25(OH)D, and 16 inflammatory biomarkers. Multivariable regression analyses and 2-sample regression-based Mendelian randomization (MR) mediation analysis were performed to assess any role of vitamin D in mediating a causal effect of BMI on inflammatory biomarkers [soluble intercellular adhesion molecule 1 (sICAM-1), high sensitivity C-reactive protein (hs-CRP), and α1-acid glycoprotein (AGP)] for which observational associations were detected. For MR, genome-wide association study summary results ranging from 5163 to 806,834 individuals were used for biomarkers, 25(OH)D, and BMI. Findings were triangulated with a literature review of vitamin D supplementation trials. Results In NFBC1966, mean BMI (kg/m2) was 24.8 (95% CI: 24.7, 25.0) and mean 25(OH)D was 50.3 nmol/L (95% CI: 49.8, 50.7 nmol/L). Inflammatory biomarkers correlated as 4 independent clusters: interleukins, adhesion molecules, acute-phase proteins, and chemokines. BMI was positively associated with 9 inflammatory biomarkers and inversely with 25(OH)D (false discovery rate < 0.05). 25(OH)D was inversely associated with sICAM-1, hs-CRP, and AGP, which were positively associated with BMI. The MR analyses showed causal association of BMI on these 3 inflammatory biomarkers. There was no observational or MR evidence that circulating 25(OH)D concentrations mediated the association between BMI and these 3 inflammatory markers. Review of randomized controlled trials (RCTs) supported our findings showing no impact of vitamin D supplementation on inflammatory biomarkers. Conclusions The findings from our observational study and causal MR analyses, together with data from RCTs, do not support a beneficial role of vitamin D supplementation on obesity-related inflammation.