Maternal dietary micronutrients and omega-3 fatty acids support development of the fetal and neonatal immune system. Whether supplementation is similarly beneficial for the mother during gestation has received limited attention. A scoping review of human trials was conducted looking for evidence of biochemical, genomic, and clinical effects of supplementation on the maternal immune system. The authors explored the literature on PubMed, Cochrane Library, and Web of Science databases from 2010 to the present day using PRISMA-ScR methodology. Full-length human trials in English were searched for using general terms and vitamin A, B12, C, D, and E; choline; iodine; iron; selenium; zinc; and docosahexaenoic/eicosapentaenoic acid. Of 1391 unique articles, 36 were eligible for inclusion. Diverse biochemical and epigenomic effects of supplementation were identified that may influence innate and adaptive immunity. Possible clinical benefits were encountered in malaria, HIV infections, anemia, Type 1 diabetes mellitus, and preventing preterm delivery. Only limited publications were identified that directly explored maternal immunity in pregnancy and the effects of micronutrients. None provided a holistic perspective. It is concluded that supplementation may influence biochemical aspects of the maternal immune response and some clinical outcomes, but the evidence from this review is not sufficient to justify changes to current guidelines.