Studies on the relationship between vitamin D (VitD) and glucose homeostasis usually consider either total VitD or 25OHD3 but not 25OHD2 and epimers. We aimed to evaluate the cross-sectional association of VitD compounds with glucose homeostasis measurements in pregnant women with overweight/obesity participating in the Vitamin D And Lifestyle Intervention for Gestational Diabetes Mellitus Prevention study. Methods: The analysis included 912 women. Inclusion criteria: <20 weeks gestation, body mass index ≥29 kg/m2 and information on exposure and outcome variables at baseline. Measurements: A 75 g OGTT at <20, 24–28 and 35–37 weeks gestation (except if previous diabetes diagnosis). Exposure variables: 25OHD2, 25OHD3 and C3-epimer. Outcome variables: fasting and post-challenge insulin sensitivity and secretion indices, corresponding disposition indices (DI), plasma glucose at fasting and 1 and 2 h, hyperglycemia in pregnancy (HiP). Statistics: Multivariate regression analyses with adjustment. Results: Baseline VitD sufficiency was 66.3%. Overall, VitD compounds did not show strong associations with any glucose homeostasis measures. 25OHD3 showed direct significant associations with: FPG at <20 and 24–28 weeks (standardized β coefficient (β) 0.124, p = 0.030 and 0.111, p = 0.026 respectively), 2 h plasma glucose at 24–28 weeks (β 0.120, p = 0.018), and insulin sensitivity (1/HOMA-IR, β 0.127, p = 0.027) at 35–37 weeks; it showed an inverse association with fasting DI (QUCKI*HOMA-β) at <20 and 24–28 weeks (β −0.124, p = 0.045 and β −0.148, p = 0.004 respectively). 25OHD2 showed direct associations with post-challenge insulin sensitivity (Matsuda, β 0.149, p = 0.048) at 24–28 weeks) and post-challenge DI (Matsuda*Stumvoll phase 1) at 24–28 and 35–37 weeks (β 0.168, p = 0.030, β 0.239, p = 0.006). No significant association with C3-epimer was observed at any time period. Conclusions: In these women with average baseline VitD in sufficiency range, VitD compounds did not show clear beneficial associations with glucose homeostasis measures.