The placenta plays a key role in several adverse obstetrical outcomes, such as preeclampsia, intrauterine growth restriction and gestational diabetes mellitus. The early identification of at-risk pregnancies could significantly improve the management, therapy and prognosis of these pregnancies, especially if these at-risk pregnancies are identified in the first trimester. The aim of this review was to summarize the possible biomarkers that can be used to diagnose early placental dysfunction and, consequently, at-risk pregnancies. We divided the biomarkers into proteins and non-proteins. Among the protein biomarkers, some are already used in clinical practice, such as the sFLT1/PLGF ratio or PAPP-A; others are not yet validated, such as HTRA1, Gal-3 and CD93. In the literature, many studies analyzed the role of several protein biomarkers, but their results are contrasting. On the other hand, some non-protein biomarkers, such as miR-125b, miR-518b and miR-628-3p, seem to be linked to an increased risk of complicated pregnancy. Thus, a first trimester heterogeneous biomarkers panel containing protein and non-protein biomarkers may be more appropriate to identify and discriminate several complications that can affect pregnancies.