There is still significant debate over the effects that vitamin D3 has on the immune system, as both pro-inflammatory and anti-inflammatory cellular responses have been described. The objective of this study was to use a weanling pig model of nutritional supplementation to provide a broad functional look at the immune cellular changes that occur as a result of vitamin D3 nutritional supplementation. We identified a significant impact on cellular immune parameters, particularly in pigs supplemented with a commercial hydroxylated version of vitamin D3, 25-hydroxyvitamin D3 [25(OH)D3; Hy·D]. We found that significant increases in leukocyte cell numbers reflected parallel increases in serum 25(OH)D3. Multi-site, multi-parametric analysis of functional traits also showed positive modulation of leukocyte survival and phagocytic capacity across blood and bronchoalveolar compartments, highlighting the potential impact on systemic and mucosal antimicrobial responses. In all, our work supports previous observations regarding the positive immunomodulatory role of vitamin D3 and points to 25(OH)D3 (Hy·D) as a superior dietary supplement for weanling pigs.