Background: Vitamin D-binding protein (VDBP) has been implicated in several adverse pregnancy outcomes either directly or indirectly via influencing the concentrations of biologically active vitamin D metabolites. However, human studies exploring these metabolites in pregnancy remain sparse. Here, we examine whether VDBP and total, free, and bioavailable 25-hydroxyvitamin D (25(OH)D) metabolites in early pregnancy are associated with subsequent adverse pregnancy outcomes. Methods: We conducted a retrospective analysis of 304 pregnant women in early pregnancy (p = 0.015). This finding remained significant after adjustment for maternal covariates including age, BMI, and ethnicity (β = −0.003, p = 0.03). Lower total, free and bioavailable 25(OH)D, but not VDBP, were associated with a shorter length of gestation, but only the relationship with total 25(OH)D remained significant after adjustment for the above maternal covariates (β = 0.02, p = 0.006). Conclusions: This is the first study to examine VDBP, and total, free and bioavailable 25(OH)D in relation to pregnancy outcomes in a well characterised multi-ethnic cohort of pregnant women. Our findings show that VDBP and total 25(OH)D are associated with GDM and length of gestation, respectively; however, further investigations using large-scale prospective studies are needed to confirm our findings.