We aimed to investigate whether the newborns of mothers with maternal depression (MD) had lower vitamin D levels than newborns of non-MD (NMD) mothers and identify the potential mechanism underlying this association. Maternal depressive symptoms in late pregnancy and concentrations of cord blood 25 hydroxyvitamin D (25(OH)D) were measured in 1491 mother-infant pairs. Data on maternal sociodemographic characteristics, health status, lifestyle and birth outcomes were prospectively collected. For infants born in winter-spring, the infants of MD mothers had significantly reduced concentrations of 25(OH) D (adjusted β = -3.51 nmol/L; 95% CI: -6.19, -0.84; P = 0.010) and lower birth weight (3267 ± 470 g vs 3348 ± 598 g, F = 4.64, P = 0.031), compared with the infants of NMD mothers. A significant, inverse linear relationship was noted between maternal depression scores and the concentration of 25(OH)D for infants born in winter-spring (adjusted β = -0.158; 95% CI: -0.259, -0.057). The significant, inverse linear relationship between maternal depression scores and fetomaternal ratios of 25(OH) D was also observed among the infants born in winter-spring (adjusted β = -0.005; 95% CI: -0.008, -0.003). MD appears to significantly attenuate the vitamin D concentrations and birth weight of infants born in winter-spring. A decreased fetomaternal ratio of 25(OH)D might be involved in this biological pathway.