Serum selenium (Se) has been reported to be associated with serum 25-hydroxyvitamin D [25(OH)D], but epidemiological findings are limited in pregnant women. We aimed to assess the associations between maternal urinary Se concentrations and cord serum 25(OH)D levels. We measured urinary concentrations of Se in the first, second, and third trimesters and cord serum 25(OH)D of 1695 mother-infant pairs from a prospective cohort study in Wuhan, China. The results showed that each doubling of urinary Se concentrations in the first, second, third trimester, and whole pregnancy (average SG-adjusted concentrations across three trimesters) were associated with 8.76% (95% confidence interval (CI): 4.30%, 13.41%), 15.44% (95% CI: 9.18%, 22.06%), 11.84% (95% CI: 6.09%, 17.89%), and 21.14% (95% CI: 8.69%, 35.02%) increases in 25(OH)D levels. Newborns whose mothers with low (<10 μg/L) or medium (10.92–14.34 μg/L) tertiles of urinary Se concentrations in whole pregnancy were more likely to be vitamin D deficient (<20 ng/mL) compared with those with the highest tertile (>14.34 μg/L). Our study provides evidence that maternal Se levels were positively associated with cord serum vitamin D status.