Vitamin D intervention studies are designed to evaluate the impact of the micronutrient vitamin D3 on health and disease. The appropriate design of studies is essential for their quality, successful execution, and interpretation. Randomized controlled trials (RCTs) are considered the “gold standard” for intervention studies. However, the most recent large-scale (up to 25,000 participants), long-term RCTs involving vitamin D3 did not provide any statistically significant primary results. This may be because they are designed similarly to RCTs of a therapeutic drug but not of a nutritional compound and that only a limited set of parameters per individual were determined. We propose an alternative concept using the segregation of study participants into different groups of responsiveness to vitamin D3 supplementation and in parallel measuring a larger set of genome-wide parameters over multiple time points. This is in accordance with recently developed mechanistic modeling approaches that do not require a large number of study participants, as in the case of statistical modeling of the results of a RCT. Our experience is based on the vitamin D intervention trials VitDmet, VitDbol, and VitDHiD, which allowed us to distinguish the study participants into high, mid, and low vitamin D responders. In particular, investigating the vulnerable group of low vitamin D responders will provide future studies with more conclusive results both on the clinical and molecular benefits of vitamin D3 supplementation. In conclusion, our approach suggests a paradigm shift towards detailed investigations of transcriptome and epigenome-wide parameters of a limited set of individuals, who, due to a longitudinal design, can act as their own controls.