Introduction: Evidence suggests that vitamin D suppresses the production of pro-inflammatory cytokines and induces the production of anti-inflammatory cytokines during pregnancy. Objectives: To assess, through a systematic literature review, the relationship between maternal or cord blood concentrations of 25-hydroxycholecalciferol (25-OH-D) or vitamin D supplementation during pregnancy and the cytokines profile in the umbilical cord. Methods: The following databases were searched: PUBMED, CENTRAL, Web of Science, LILACS, and gray literature, up to July 2020. The search strategy included terms related to the exposure (25-OH-D) and the primary outcome (cytokines). Observational studies and randomized clinical trials were included, measuring cytokines in the umbilical cord blood, or in ex vivo bioassays, and blood concentrations of 25-OH-D, either throughout pregnancy or in the umbilical cord blood. Studies with twin pregnancies, with placental or autoimmune diseases, were excluded. The protocol is registered in PROSPERO (number CRD42019136643). Results: From 14,605 unique articles identified in the databases, 28 were read in full, and of these, eight met the eligibility criteria, being three randomized clinical trials, and five observational studies. The eight studies showed adequate methodological quality. IL-10 was the most studied cytokine, being reported in seven studies. There were higher concentrations of IL-10 in the umbilical cord of women with 25-OH-D sufficiency in the observational studies. Clinical trials showed mixed results with the use of ex vivo bioassays with several stimulants. Associations with other cytokines were less consistent or absent. Conclusion: 25-OH-D status is positively associated with the IL-10 levels of the umbilical cord, in observational studies.