This cross-sectional observation study investigated the vitamin D (VD) status in Taiwanese pregnant women and the effects of VD supplementation and macronutrient intake on serum 25-hydroxy-vitamin D (25[OH]D) level. Data on VD intake, daily sunlight exposure, and carbohydrate intake were obtained from 125 pregnant women at 30–37 weeks’ gestation. Serum 25[OH]D level was measured before delivery in all enrolled women; and the mean 25(OH)D level was 43 nmol/L or 17.2 ng/mL. The 25(OH)D level was significantly correlated with total VD intake of pregnant women (r = 0.239; p = 0.007). The severe VD deficiency group (n = 16; mean of 25(OH)D level = 8.5 ng/mL) had significantly lower total VD intake and supplementation than the groups with VD deficiency (n = 69), insufficiency (n = 32), and sufficiency (n = 8). Those with ≥400 IU/day total VD intake (including VD from food and supplementation) had significantly higher 25(OH)D concentration than those with p = 0.031). In conclusion, VD deficiency was highly prevalent in Taiwanese pregnant women. VD supplementation was the most effective method for increasing 25(OH)D concentration in pregnant women. Higher carbohydrate intake might reduce 25(OH)D levels.