Background: The objective was to assess the association between early HbA1c levels and pregnancy complications and whether this relationship is affected when HbA1c thresholds are greater than or less than 39 mmol/mol (5.7%). Methods: Electronic searches of the MEDLINE and EMBASE databases up to October 2022 were conducted. We included retrospective and prospective observational studies. The inclusion criteria were as follows: HbA1c measurements taken at <20 weeks’ gestation, singleton pregnancy, and no pre-existing diabetes mellitus. Results: We assessed the certainty of the evidence with the GRADE system. We determined the proportion of patients in each group who met the criteria for obstetrical outcomes and pooled data into two subgroups according to the HbA1c threshold: <39 mmol/mol or >39 mmol/mol (5.7%). Sixteen studies with a total of 43,627 women were included. An association between elevated early HbA1c levels and pre-eclampsia, large for gestational age (LGA), macrosomia, and preterm delivery (RR 2.02, 95% CI 1.53–2.66; RR 1.38, 95% CI 1.15–1.66; RR 1.40, 95% CI 1.07–1.83; and RR 1.67, 95% CI 1.39–2.0, respectively) was shown, with a moderate–high grade of certainty. According to the subgroup analysis of all studies, LGA, pre-eclampsia, and labour induction were associated with elevated HbA1c levels only in studies using an HbA1c threshold >39 mmol/mol (5.7%). The association between HbA1c levels and premature birth was statistically significant in studies using both higher and lower HbA1c thresholds. Conclusions: Women with high early HbA1c levels below the range of diabetes presented an increased risk of pregnancy complications such as macrosomia, LGA, and pre-eclampsia. An early HbA1c threshold of >39 mmol/mol (5.7%) showed the strongest association with pregnancy complications.