Background: Vitamin D deficiency has been associated with the severity of COVID-19. The role of vitamin D in pregnant women with COVID-19 has been poorly investigated to date. The aim of this study was to evaluate the influence of vitamin D in affecting some clinical features in pregnancy between SARS-CoV-2 positive and negative patients. Methods: Vitamin D pathway related polymorphisms and 25-hydroxyvitamin D levels were quantified in pregnant women followed from the first to the third trimester of pregnancy. Vitamin D deficiency was considered with values ≤ 30 ng/mL. Results: In total, 160 women were enrolled: 23 resulted positive for at least one SARS-CoV-2 related test (molecular swab or antibody tests). Vitamin D-associated polymorphisms were able to affect vitamin D levels in SARS-CoV-2 negative and positive subjects: remarkably, all the VDR TaqICC genotype patients were negative for SARS-CoV-2. In a sub-population (118 patients), vitamin D levels correlated with pregnancy-related factors, such as alpha-fetoprotein levels. Third-trimester vitamin D levels were lower in preterm births compared to full-term pregnancy: this trend was highlighted for SARS-CoV-2 positive patients. Conclusions: This is the first study demonstrating a role of vitamin D in affecting the clinical characteristics of pregnant women during the COVID-19 era. Further studies in larger and different cohorts of patients are required to confirm these findings.