Hypovitaminosis D is common in pregnancy. To systematically review the evidence on vitamin D-dependent pregnancy outcomes, PubMed and Embase were searched for randomized control trials, cohort and case–control studies. In randomized control trials (n = 7), larger doses of vitamin D resulted in higher 25-hydroxylated vitamin D (25OHD) levels (n = 6), increased maternal weight gain (n = 1), and fewer classical vitamin D deficiency symptoms (n = 1). In observational studies (n = 32), lower vitamin D intake, or low 25OHD-levels, were associated with adverse fertility parameters (n = 2), preeclampsia (n = 5), gestational diabetes or higher blood glucose (n = 6), bacterial vaginosis (n = 4), primary cesarean section (n = 1), none (n = 3) or a few days’ (n = 2) shorter gestation, and postpartum depression (n = 1). Studies with few participants having low 25OHD did not identify an association to preeclampsia (n = 5) or gestational diabetes (n = 2). Increased odds of pregnancy-associated breast cancer with 25OHD >25.8 nmol/L were observed (n = 1). In conclusion, an effect of vitamin D on several pregnancy outcomes is suggested.