In 2013, the Danish Health Authorities recommended a change in prophylactic iron supplementation to 40–50 mg/d from gestational week 10. Hence, the aims of the present study were (1) to estimate the prevalence of women who follow the Danish recommendation on iron supplementation during the last 3 weeks of the first trimester of pregnancy and (2) to identify potential sociodemographic, reproductive and health-related pre-pregnancy predictors for iron supplementation during the first trimester. We conducted a cross-sectional study with data from the hospital-based Copenhagen Pregnancy Cohort. Characteristics were analysed by descriptive statistics and multivariable logistic regression analysis was performed to examine the associations between predictors and iron supplementation during the last 3 weeks of the first trimester. The study population consisted of 23 533 pregnant women attending antenatal care at Copenhagen University Hospital - Rigshospitalet from October 2013 to May 2019. The prevalence of iron supplementation according to recommendations was 49⋅1 %. The pre-pregnancy factors of ≥40 years of age, the educational level below a higher degree and a vegetarian or vegan diet were identified as predictors for iron supplementation during the first trimester of pregnancy. Approximately half of the women were supplemented with the recommended dose of iron during the first trimester of pregnancy. We identified pre-pregnancy predictors associated with iron supplementation. Interventions that target women of reproductive age are needed. An enhanced focus on iron supplementation during pregnancy should be incorporated in pre-pregnancy and interpregnancy counselling.