<b><i>Background:</i></b> As nutritional deficiencies are known to lead to adverse pregnancy outcomes, a woman's nutritional status should be assessed preconceptionally with the goal of optimizing maternal, fetal and infant health. Worldwide micronutrient intakes do not fit pregnancy requirements, so that their supplementation is recommended from the beginning of pregnancy in most of the low- and middle-income countries. Conversely, data on multiple supplementation in developed countries appear few and controversial. <b><i>Key Message:</i></b> Although a balanced diet is generally accessible in industrialized countries, a switch to a high-fat and low-quality diet has led to an inadequate vitamin and mineral intake during pregnancy, so that recent data show the micronutrient intake and supplementation to be lower than recommended even in high-income countries, particularly for iron, folic acid, calcium and vitamin D. <b><i>Conclusions:</i></b> Currently, even if there is insufficient evidence to support routine supplementation at the population level, except for periconceptional folate supplementation, these results need to be evaluated at an individual level in order to avoid nutritional deficiencies and to encourage women to establish healthful dietary practices prior to conception. The new goal in industrialized countries needs to be an individualized approach that takes account of the phenotypic, genotypic and metabolic differences among individuals of the same population.