The aim of our study was to evaluate the effects of vitamin D supplementation on circulating levels of magnesium and selenium in patients with type 2 diabetes mellitus (T2DM). A total of 126 adult Saudi patients (55 men and 71 women, mean age 53.6 ± 10.7 years) with controlled T2DM were randomly recruited for the study. All subjects were given vitamin D3 tablets (2000 IU/day) for six months. Follow-up mean concentrations of serum 25-hydroxyvitamin D [25-(OH) vitamin D] significantly increased in both men (34.1 ± 12.4 to 57.8 ± 17.0 nmol/L) and women (35.7 ± 13.5 to 60.1 ± 18.5 nmol/L, p < 0.001), while levels of parathyroid hormone (PTH) decreased significantly in both men (1.6 ± 0.17 to 0.96 ± 0.10 pmol/L, p = 0.003) and women (1.6 ± 0.17 to 1.0 ± 0.14 pmol/L, p = 0.02). In addition, there was a significant increase in serum levels of selenium and magnesium in men and women (p-values < 0.001 and 0.04, respectively) after follow-up. In women, a significant correlation was observed between delta change (variables at six months-variable at baseline) of serum magnesium versus high-density lipoprotein (HDL)-cholesterol (r = 0.36, p = 0.006) and fasting glucose (r = - 0.33, p = 0.01). In men, there was a significant correlation between serum selenium and triglycerides (r = 0.32, p = 0.04). Vitamin D supplementation improves serum concentrations of magnesium and selenium in a gender-dependent manner, which in turn could affect several cardiometabolic parameters such as glucose and lipids.