Exclusively breastfed infants are at a high risk of vitamin D deficiency. Few studies have evaluated the effects of vitamin D supplementation. Hence, we conducted a prospective randomized controlled trial investigating the effects of oral vitamin D3 400 IU/d supplementation in exclusively breastfed newborns. Serum 25-hydroxy-vitamin D (25[OH]D) levels in pregnant women and their newborns were evaluated. Breastfed newborns were randomized to one of two regimens at age 10 days. One group received vitamin D3 supplementation at a dose of 400 IU/d (vD-400 group), whereas the placebo group received a liquid product without vitamin D3. Outcomes were assessed at 4 months of age. A total of 92 pregnant women and their infants were enrolled, and the data of 72 infants (37 in the vD-400 group and 35 in the placebo group) who completed the study at 4 months of age were assessed. The results showed severe vitamin D deficiency in 15.2% of mothers before delivery, while 54.3% had vitamin D deficiency. Moreover, 15.2% of newborns presented with severe vitamin D deficiency at birth, while 52.2% had vitamin D deficiency. Maternal vitamin D levels were significantly correlated with infant vitamin D levels at birth (r = 0.816, p < 0.001). At 4 months of age, weight, head circumference, serum 25(OH)D, phosphorus, and intact parathyroid hormone levels significantly differed between the vD-400 and placebo groups. However, the body length and bone mineral density of the two groups did not differ significantly. Regardless of vitamin D supplementation, participants with severe vitamin D deficiency had significantly higher intact parathyroid hormone levels and lower bone mineral content. In conclusion, among exclusively breastfed infants, oral supplementation with vitamin D3 at a dose of 400 IU/d from age 10 days increased 25(OH)D concentrations at 4 months of age, but it did not affect bone mineralization.