In the Women’s Health Initiative (WHI) trial of calcium plus vitamin D (CaD), we examined the treatment effect on incidence and mortality for all invasive cancers. Postmenopausal women (N = 36,282) were randomized to 1,000 mg of elemental calcium with 400 IU vitamin D3 or placebo. Cox models estimated risk of cancer incidence and mortality. After 7.0 yr, 1,306 invasive cancers were diagnosed in the supplement and 1,333 in the placebo group [hazard ratio (HR) = 0.98; CI = 0.90, 1.05, unweighted P = 0.54]. Mortality did not differ between supplement (315, annualized% = .26) and placebo [(347, 0.28%; P = 0.17; HR = 0.90 (0.77, 1.05)]. Significant treatment interactions on incident cancer were found for family history of cancer, personal total intake of vitamin D, smoking, and WHI dietary trial randomized group. Calcium/vitamin D supplementation did not reduce invasive cancer incidence or mortality. Supplementation lowered cancer risk in the WHI healthy diet trial arm and in women without a first-degree relative with cancer. The interactions are only suggestive given multiple testing considerations. The low vitamin D dose provided, limited adherence, and lack of serum 25(OH)D values should be considered when interpreting these findings.