We examined the associations of plasma vitamin D concentration and adverse pregnancy outcomes among HIV-negative women in Dar-es-Salaam, Tanzania. We used an unmatched case-control study design, with 25-hydroxyvitamin D [25(OH)D] concentration assessed in the first trimester. Cases were individuals with adverse pregnancy outcomes, including stillbirth, premature birth, or small for gestational age births (SGA). Unconditional logistic regression and weighted logistic regression models were used to describe the associations of 25(OH)D concentration with the composite of adverse pregnancy outcome and individual adverse pregnancy outcomes, respectively. We included 310 cases and 321 controls. In controls, 5(2%) were vitamin D deficient (25(OH)D < 20 ng/mL), and 17(5%) had insufficient 25(OH)D concentration (20.0–29.9 ng/mL). Women with 25(OH)D < 20 ng/mL had 1.82 times the odds of occurrence of the composite adverse pregnancy outcome (OR = 1.82, 95% CI: 0.56–5.93; p = 0.32), however we noted a non-linear association between 25(OH)D concentration and adverse pregnancy outcome (p = 0.02). We found a 3-fold increased odds of stillbirth in women with low 25(OH)D concentration (OR = 3.11, 95% CI: 1.18–8.23, p = 0.02). Vitamin D concentration in early pregnancy may be an important factor in determining the course of pregnancy. Further research is needed to investigate whether the association of maternal 25(OH)D concentration in early pregnancy and stillbirth is causal.