Fat-soluble vitamins during pregnancy are important for fetal growth and development. The present study aimed at exploring the association between vitamin A, E and D status during pregnancy and birth weight. A total of 19 640 women with singleton deliveries from a retrospective study were included. Data were collected by the hospital electronic information system. Maternal serum vitamin A, E and D concentrations were measured during pregnancy. Logistic regression was performed to estimate the association between the vitamin status and low birth weight (LBW) or macrosomia. Women with excessive vitamin E were more likely to have macrosomia (OR 1·30, 95 % CI 1·07, 1·59) compared with adequate concentration. When focusing on Z scores, there was a positive association between vitamin E and macrosomia in the first (OR 1·07, 95 % CI 1·00, 1·14), second (OR 1·27, 95 % CI 1·11, 1·46) and third (OR 1·28, 95 % CI 1·06, 1·54) trimesters; vitamin A was positively associated with LBW in the first (OR 1·14, 95 % CI 1·01, 1·29), second (OR 1·31, 95 % CI 1·05, 1·63) and third (OR 2·00, 95 % CI 1·45, 2·74) trimesters and negatively associated with macrosomia in the second (OR 0·79, 95 % CI 0·70, 0·89) and third (OR 0·77, 95 % CI 0·62, 0·95) trimesters. The study identified that high concentrations of vitamin E are associated with macrosomia. Maintaining a moderate concentration of vitamin A during pregnancy might be beneficial to achieve optimal birth weight. Further studies to explore the mechanism of above associations are warranted.