Community-acquired pneumonia (CAP) is a common respiratory disease in children. This prospective cohort study of 110 children with CAP and 100 healthy children investigated the relationship between the levels of vitamin A, D and E and inflammatory markers, such as tumour necrosis factor (TNF-a), interleukin-1 (IL-1), interleukin-10 (IL-10), neutrophils (NE) and C-reactive protein (CRP), in CAP. The haemoglobin, leukocyte concentration, NE, monocytes and CRP concentration in the CAP group showed significant differences ( < 0.05). The levels of vitamin A, D and E in the CAP group were lower than those in the control group, while the levels of TNF-a and IL-1 were higher than in the control group; the differences were statistically significant ( < 0.05). The IL-10 levels showed no significant differences ( > 0.05). Pearson analysis revealed that the vitamin A, D and E levels were all correlated with the TNF-a, IL-10 and CRP levels ( < 0.05). The vitamin A, D and E levels of the CAP children were lower than those of the healthy children. Thus, the content of fat-soluble vitamins is correlated with the secretion of TNF-a and IL-10. The research provides a new direction for the prevention, diagnosis and treatment of CAP.