This dissertation aimed to investigate causality in the associations of vitamin D and omega-3 fatty acids (ω-3 FAs), two nutrients recognized for their immunomodulatory and antiinflammatory properties,with lung health and disease. We used multiple methods with the goal of addressing context-specific limitations and improving causal inference. We first investigated causality in the association of serum vitamin D levels and COVID-19. We conducted a Mendelian Randomization (MR) study of genetic variants associated with vitamin D nutritional status and COVID-19 susceptibility and severity, including severe respiratory infection and hospitalization. We found no evidence for a causal effect of genetically predicted differences in long-term vitamin D nutritional status on susceptibility to and severity of COVID-19 infection. Next, we investigated causality in the association of circulating ω-3 FAs with spirometry-measured long-term lung outcomes. We applied two complementary approaches: 1) a longitudinal study of plasma phospholipid ω-3 FAs, lung function decline, and incident airway obstruction, and 2) an MR study of genetically predicted ω-3 FAs and lung function parameters. The longitudinal study found that higher ω-3 FAs were associated with an attenuation in lung function decline and reduced risk of airway obstruction, with the strongest effects for docosahexaenoic acid (DHA). The MR study corroborated these findings, with evidence for positive effects of genetically predicted ω-3 FAs on lung function parameters. Lastly, we studied the evidence for the efficacy of vitamin D supplementation in early life for preventing childhood asthma. We conducted a systematic review and meta-analysis of randomized controlled trials of vitamin D supplementation in pregnant or lactating women or young children. We identified 17 studies meeting the eligibility criteria for the review, and found moderate-certainty evidence that vitamin D supplementation in pregnancy or early childhood reduces the risk of childhood asthma or wheeze, and may also reduce the risk of atopic dermatitis and decrease markers of allergic sensitization, both of which are thought to contribute to the development of asthma. Ultimately the studies comprising this dissertation demonstrate the application of different methods to improve causal inference for nutrition and lung health. The findings could help inform public health strategies to prevent lung disease.