It is well known that high fat diets (HFDs) induce obesity and an increase in proinflammatory adipokines. Interleukin-6 (IL-6) is considered the major inflammatory mediator in obesity. Obesity is associated with a vitamin deficiency, especially of vitamins E and D3. We examined the effects of vitamin D3 and vitamin E supplementation on levels of IL-6 and IL-10 (as a marker of anti-inflammatory cytokines since, a balance between pro- and anti-inflammatory cytokines is maintained) protein expression in adipose tissue of mice provided with an HFD. Additionally, we measured the effects of vitamin E and vitamin D3 treatment on LPS-stimulated 3T3-L1 adipocytes IL-6 and IL-10 secretion. IL-6 protein levels and the IL-6/IL-10 ratio were decreased in epididymal white adipose tissue in groups receiving vitamins E and D3 supplementation compared to the HFD group. A 24-hour treatment of vitamin D3 and vitamin E significantly reduced the IL-6 levels in the adipocytes culture medium without affecting IL-10 levels. Vitamin D3 and vitamin E supplementation in an HFD had an anti-inflammatory effect by decreasing IL-6 production in epididymal adipose tissue in mice and in 3T3-L1 adipocytes stimulated with LPS. Our results suggest that vitamin E and D3 supplementation can be used as an adjunctive therapy to reduce the proinflammatory cytokines present in obese patients.