Sociodemographic factors have been associated with dietary supplement use among pregnant women but few data exist in a Swedish population. This study aimed to identify factors associated with overall supplement use as well as use of folic acid, vitamin D and n-3 in early pregnancy. Women in the first trimester of pregnancy were included at registration to the antenatal care in 2013–2014 (n 2109). Information regarding supplement use as well as sociodemographic and anthropometric data were obtained from questionnaires and medical records. Multivariable logistic regression analysis was performed to determine the relationship between sociodemographic variables and supplement use. A total of 78 % of the participants reported using at least one dietary supplement in the first trimester. Folic acid supplement use was reported by 74 %, vitamin D supplement use by 43 % and n-3 supplement use by <5 %. Use of any type of supplement in early pregnancy was related to gestational age, parity, birthplace, education and employment. Folic acid supplement use was related to gestational age, parity, birthplace, income, education and employment. Vitamin D supplement use was related to gestational age, birthplace and education. In conclusion, in the first trimester of pregnancy, folic acid supplements were used by three in four women, while vitamin D supplements were used by less than half of the women. The results of this study show a socioeconomic disparity between supplement users and non-users which may have a negative impact on the health of future generations.