The teleological purpose of an ongoing pregnancy is to fulfill its fundamental role of a successful, uncomplicated delivery, in conjunction with an optimal intrauterine environment for the developing fetus. Vitamin D metabolism is adapted to meet both these demands during pregnancy; first by stimulation of calcium absorption for adequate intrauterine bone mineral accrual of the fetus, and second, by enhancing systemic and local maternal tolerance to paternal and fetal alloantigens. Vitamin D-binding protein (VDBP) is one of the key biomolecules that optimize vitamin D homeostasis and also contributes as an immune regulator for a healthy, ongoing pregnancy. In this regard, recent results indicate that dysregulation of VDBP equilibrium could be a risk factor for adverse fetal, maternal, and neonatal outcomes, including preeclampsia, preterm birth, and gestational diabetes. Moreover, it has been hypothesized to be also implicated in the interpretation of vitamin D status in the pregnant state. The aim of this review is to assess available literature regarding the association of VDBP with clinical outcomes during pregnancy, as a potential biomarker for future clinical practice, with a discourse on current knowledge gaps and future research agenda.