Micronutrient deficiencies in pregnant women are linked to serious health issues, including conception difficulties, spontaneous abortions, preterm births, low birth weight, birth defects and long‐term metabolic disorders. Despite the recognized importance of dietary supplementation during pregnancy, rigorous research and supplementation monitoring remain limited. This study aimed to review the evidence on the impact of dietary supplementation on maternal and infant outcomes and to provide evidence‐based recommendations for dietary supplementation during pregnancy. Findings revealed that recommended dietary supplementation doses for pregnant women are often set well below safety thresholds. Evidence supporting the efficacy of certain vitamins and minerals in pregnancy remains inconclusive. The study highlighted a dose–response conundrum, with an emphasis on identifying effective and safe doses. Micronutrient deficiencies in pregnant women pose significant risks to maternal and infant health. Current dietary supplementation recommendations require enhancement and alignment with the latest and most robust evidence. This study provides a comprehensive overview of state‐of‐the‐art evidence and underscores the importance of bridging gaps in supplementation guidelines to optimize maternal and infant health outcomes.