Context There are limited data on the prevalence of vitamin D inadequacy in pregnant women living in Southeast Asia and changes in their vitamin D status during pregnancy. Objectives To determine the prevalence of vitamin D inadequacy, its predictive factors and the changes in vitamin D status during the course of pregnancy. Design and patients A prospective study of 120 pregnant Thai women with gestational age <14 weeks. Measurements Serum 25 hydroxyvitamin D (25OHD) and clinical data were obtained at the first visit, in the second and third trimesters of pregnancy. Vitamin D inadequacy was defined as 25OHD <75 nm. Results The prevalences of vitamin D inadequacy were 83•3%, 30•9% and 27•4% for the first, second and third trimesters. The independent predictors of vitamin D inadequacy in the third trimester were not drinking vitamin-fortified milk (OR 11•42; 95% CI: 3•12-41•86), not taking prenatal vitamins (OR 9•70; 95% CI: 2•28-41•19) and having vitamin D deficiency in the first trimester (OR 10•58; 95% CI: 2•89-38•80). Vitamin D deficiency was not found in women taking prenatal vitamins. However, 20 women who took at least 400 IU/day of vitamin D from prenatal vitamins still had vitamin D insufficiency in the third trimester. Conclusions Vitamin D inadequacy is common in pregnant Thai women, especially in the first trimester. Vitamin D supplementation may be needed prior to conception and during pregnancy. For areas with abundant sun exposure like Thailand, vitamin D supplementation at 400 IU/day is likely to prevent vitamin D deficiency, but is inadequate to prevent vitamin D insufficiency even at 800 IU/day. © 2012 Blackwell Publishing Ltd.