Background: The biological pathways through which vitamin D is involved in the regulation of systemic inflammation remain largely unknown. Objective: The objective of this study was to evaluate the role of vitamin D status on the relationship between lipid profile and high-sensitivity C-reactive protein (hs-CRP) in pregnant women. Design: Serum 25-hydroxyvitamin D (25(OH)D), hs-CRP, and indicators of lipid profiles (total cholesterol, TC; triglyceride, TG; high-density lipoprotein cholesterol, HDL-C; low-density lipoprotein cholesterol, LDL-C), were measured in 2479 pregnant women during the second trimester. Potential confounding including maternal sociodemographic characteristics, perinatal health status, diet, and lifestyle was prospectively collected. Multiple regression models and cubic models were used to evaluate the associations. Results: There was a significant non-linear relationship between lipid profile (TC, TG, HDL-C, LDL-C) and hs-CRP (P < 0.05). Increased serum 25(OH)D was significantly associated with decreasing TC, TG, HDL-C, LDL-C, and hs-CRP levels. Compared with medium levels of lipids group, pregnant women with higher levels of TC or TG have higher levels of hs-CRP, and pregnant women with lower levels of TC, HDL-C or LDL-C also have higher levels of hs-CRP in the vitamin D deficient group, and there was a significant correlation between low levels of TG and decreased hs-CRP (adjusted β for TG:-0.063, 95%CI: − 0.120,-0.007) in the non-vitamin D deficient group. Mediators that had appreciable shares of the associations between 25(OH)D and hs-CRP was TG (10.2% of the association; β = − 0.011; total indirect effect: 95% CI: − 0.019, − 0.002). The cubic model suggested that a steep increase in the adjusted regression coefficient of lipid with hs-CRP up to 50 nmol/L of 25(OH)D, and the highest adjusted regression coefficients were observed in pregnant women with 25(OH)D above 50 nmol/L. Conclusion: Our findings suggest that high levels of vitamin D during pregnancy may improve lipid profile levels and inhibit elevated hs-CRP induced by high lipid metabolism.