The study aimed to analyze changes in biomolecular composition of granulosa and theca interna cells of porcine ovarian follicles following in vitro treatment of vitamin D3 and insulin alone or in combination. Medium antral follicles (n = 4/each group) were cultured alone (C; control) or in the presence of 1α,25(OH)2D3 (VD; 100 ng/mL) and insulin (I; 10 ng/mL) separately or in combination, VD and I (VD+I). Then paraplast-embedded ovarian follicles were used for Fourier Transform Infrared (FTIR) spectroscopy and respective histological stainings. FTIR analysis revealed changes in the content of fibrous proteins (mainly collagens) within theca interna following vitamin D3 and insulin co-administration that was verified by Masson’s trichrome staining. Treatment-dependent differences were also observed in the secondary structure of proteins, indicating enhanced conversion to α-helices in response to vitamin D3 and insulin action/interaction in both follicular compartments. In the granulosa and theca interna layers, tendency to lower DNA content in the VD+I group was noted and confirmed by Fulgen’s staining. Finally, altered monosaccharides production in both follicular layers was found. Based on FTIR results, it is possible to attribute the observed alterations to biological processes that could be regulated by vitamin D3 and insulin in the porcine ovarian follicles.