This study aimed to evaluate the longitudinal association of vitamin D status with glycaemia, insulin, homoeostatic model assessment of insulin resistance, adiponectin and leptin. A prospective cohort with 181 healthy, pregnant Brazilian women was followed at the 5th–13th, 20th–26th and 30th–36th gestational weeks. In this cohort, 25-hydroxyvitamin D (25(OH)D) plasma concentrations were analysed using liquid chromatography–tandem MS. Vitamin D status was categorised as sufficient or insufficient using the Endocrine Society Practice Guidelines (≥75/<75 nmol/l) and the Institute of Medicine (≥50/<50 nmol/l) thresholds. Linear mixed-effect regression models were employed to evaluate the association between vitamin D status and each outcome, considering interaction terms between vitamin D status and gestational age (P<0·1). At baseline, 70·7 % of pregnant women had 25(OH)D levels <75 nmol/l and 16 % had levels <50 nmol/l. Women with sufficient vitamin D status at baseline, using both thresholds, presented lower glycaemia than those with insufficient 25(OH)D. Pregnant women with 25(OH)D concentrations <75 nmol/l showed lower insulin (β=−0·12; 95 % CI −0·251, 0·009; P=0·069) and adiponectin (β=−0·070; 95 % CI −0·150, 0·010; P=0·085) concentrations throughout pregnancy than those with 25(OH)D levels ≥75 nmol/l. Pregnant women with 25(OH)D <50 nmol/l at baseline presented significantly higher leptin concentrations than those with 25(OH)D levels ≥50 nmol/l (β=−0·253; 95 % CI −0·044, 0·550; P=0·095). The baseline status of vitamin D influences the biomarkers involved in glucose metabolism. Vitamin D-sufficient women at baseline had higher increases in insulin and adiponectin changes throughout gestation than those who were insufficient.