BACKGROUND: After measles vaccine (MV), all-cause mortality is reduced more than can be explained by the prevention of measles, especially in females. OBJECTIVE: We aimed to study the biological mechanisms underlying the observed non-specific and sex-differential effects of MV on mortality. METHODS: Within a large randomised trial of MV at 4.5 months of age blood samples were obtained before and six weeks after randomisation to early MV or no early MV. We measured concentrations of cytokines and soluble receptors from plasma (interleukin-1 receptor agonist (IL-1Ra), IL-6, IL-8, IL-10, tumor necrosis factor (TNF)-α, monocyte chemoattractant protein (MCP)-1, soluble urokinase-type plasminogen activator receptor), and secreted cytokines (interferon-γ, TNF-α, IL-5, IL-10, IL-13, IL-17) after in vitro challenge with innate agonists and recall antigens. We analysed the effect of MV in multiple imputation regression, overall and stratified by sex. The majority of the infants had previously been enrolled in a randomised trial of neonatal vitamin A. Post hoc we explored the potential effect modification by neonatal vitamin A. RESULTS: Overall, MV versus no MV was associated with higher plasma MCP-1 levels, but the effect was only significant among females. Additionally, MV was associated with increased plasma IL-1Ra. MV had significantly positive effects on plasma IL-1Ra and IL-8 levels in females, but not in males. These effects were strongest in vitamin A supplemented infants. Vitamin A shifted the effect of MV in a pro-inflammatory direction. CONCLUSIONS: In this explorative study we found indications of sex-differential effects of MV on several of the plasma biomarkers investigated; in particular MV increased levels in females, most strongly in vitamin A recipients. The findings support that sex and micronutrient supplementation should be taken into account when analysing vaccine effects. TRIAL REGISTRATION: clinicaltrials.gov number NCT 00168545.