Objectives: To explore trimester-specific thyroid function changes under different iodine statuses throughout pregnancy. Methods: A cross-sectional study was conducted to assess the pregnancy iodine status, and 2,378 healthy pregnant women covering all 3 trimesters were recruited. Urinary iodine concentration (UIC) was measured by collecting spot urine samples. Blood samples were collected to evaluate thyroid function. Thyroid B-ultrasonography was conducted to measure the thyroid volume (Tvol). Results: The median UIC was 168 μg/L (111-263 μg/L). The UIC, free triiodothyronine (FT3), and free thyroxine (FT4) were significantly decreased as the pregnancy progressed (p < 0.001, p for trend <0.001), while Tvol increased (p < 0.001, p for trend <0.001). Thyrotropin (TSH) was significantly different between the 3 trimesters and showed an upward trend (p < 0.001), but the p for trend was not significant (p for trend = 0.88). After stratification by UIC, there were no significant differences in serum TSH, FT4, or FT3 level between UIC groups. Tvol was significantly higher in the UIC ≥500 μg/L group in the first trimester (β: 2.41, 95% CI: 1.09-3.72, p <0.001), as well as in the 250 ≤ UIC < 500 μg/L group (β: 1.65, 95% CI: 0.61-2.70, p < 0.001) and UIC ≥500 μg/L group (β: 3.35, 95% CI: 1.96-4.74, p < 0.001) in the third trimester. Conclusions: No difference was observed in TSH, FT3, or FT4 among the different iodine status groups throughout pregnancy. Tvol increased as the pregnancy progressed, and it was especially higher in the UIC ≥500 μg/L group in the first and third trimesters.