Epidemiological studies have provided evidence of an association between vitamin D insufficiency and depression and other mood disorders, and a role for vitamin D in various brain functions has been suggested. We hypothesized that low vitamin D status during pregnancy might increase the risk of postpartum depression (PPD). The objective of the study was thus to determine whether low vitamin D status during pregnancy was associated with postpartum depression. In a case-control study nested in the Danish National Birth Cohort, we measured late pregnancy serum concentrations of 25[OH]D3 in 605 women with PPD and 875 controls. Odds ratios [OR) for PPD were calculated for six levels of 25[OH]D3. Overall, we found no association between vitamin D concentrations and risk of PPD (p = 0.08). Compared with women with vitamin D concentrations between 50 and 79 nmol/L, the adjusted odds ratios for PPD were 1.35 (95% CI: 0.64; 2.85), 0.83 (CI: 0.50; 1.39) and 1.13 (CI: 0.84; 1.51) among women with vitamin D concentrations < 15 nmol/L, 15–24 nmol/L and 25–49 nmol/L, respectively, and 1.53 (CI: 1.04; 2.26) and 1.89 (CI: 1.06; 3.37) among women with vitamin D concentrations of 80–99 nmol/L and ≥ 100 nmol/L, respectively. In an additional analysis among women with sufficient vitamin D (≥ 50 nmol/L), we observed a significant positive association between vitamin D concentrations and PPD. Our results did not support an association between low maternal vitamin D concentrations during pregnancy and risk of PPD. Instead, an increased risk of PPD was found among women with the highest vitamin D concentrations.