There is limited published research examining lipid-soluble vitamins in human immunodeficiency virus (HIV)-infected pregnant women, particularly in resource-limited settings. This is an observational analysis of 1078 HIV-infected pregnant women enrolled in a trial of vitamin supplementation in Tanzania. Baseline data on sociodemographic and anthropometric characteristics, clinical signs and symptoms, and laboratory parameters were used to identify correlates of low plasma vitamin A (<0.7 micromol/l), vitamin D (<80 nmol/l) and vitamin E (<9.7 micromol/l) status. Binomial regression was used to estimate risk ratios and 95% confidence intervals. Approximately 35, 39 and 51% of the women had low levels of vitamins A, D and E, respectively. Severe anemia (hemoglobin <85 g/l; P<0.01), plasma vitamin E (P=0.02), selenium (P=0.01) and vitamin D (P=0.02) concentrations were significant correlates of low vitamin A status in multivariate models. Erythrocyte Sedimentation Rate (ESR) was independently related to low vitamin A status in a nonlinear manner (P=0.01). The correlates of low vitamin D status were CD8 cell count (P=0.01), high ESR (ESR >81 mm/h; P<0.01), gestational age at enrollment (nonlinear; P=0.03) and plasma vitamins A (P=0.02) and E (P=0.01). For low vitamin E status, the correlates were money spent on food per household per day (P<0.01), plasma vitamin A concentration (nonlinear; P<0.01) and a gestational age <16 weeks at enrollment (P<0.01). Low concentrations of lipid-soluble vitamins are widely prevalent among HIV-infected women in Tanzania and are correlated with other nutritional insufficiencies. Identifying HIV-infected persons at greater risk of poor nutritional status and infections may help inform design and implementation of appropriate interventions.