Vitamin D deficiency has been associated with an increased risk of gestational diabetes mellitus (GDM), one of the most common pregnancy complications. The vitamin D status has never previously been studied in pregnant women in Iceland. The aim of this research study was to evaluate the vitamin D status of an Icelandic cohort of pregnant women and the association between the vitamin D status and the GDM incidence. Subjects included pregnant women ( = 938) who attended their first ultrasound appointment, during gestational weeks 11-14, between October 2017 and March 2018. The use of supplements containing vitamin D over the previous 3 months, height, pre-pregnancy weight, and social status were assessed using a questionnaire, and blood samples were drawn for analyzing the serum 25‑hydroxyvitamin D (25OHD) concentration. Information regarding the incidence of GDM later in pregnancy was collected from medical records. The mean ± standard deviation of the serum 25OHD (S-25OHD) concentration in this cohort was 63±24 nmol/L. The proportion of women with an S-25OHD concentration of ≥ 50 nmol/L (which is considered adequate) was 70%, whereas 25% had concentrations between 30 and 49.9 nmol/L (insufficient) and 5% had concentrations < 30 nmol/L (deficient). The majority of women ( = 766, 82%) used supplements containing vitamin D on a daily basis. A gradual decrease in the proportion of women diagnosed with GDM was reported with increasing S-25OHD concentrations, going from 17.8% in the group with S-25OHD concentrations < 30 nmol/L to 12.8% in the group with S-25OHD concentrations ≥75 nmol/L; however, the association was not significant ( = 0.11). Approximately one-third of this cohort had S-25OHD concentrations below adequate levels (< 50 nmol/L) during the first trimester of pregnancy, which may suggest that necessary action must be taken to increase their vitamin D levels. No clear association was observed between the vitamin D status and GDM in this study.