Currently, there is no consensus regarding the optimum iron supplementation during pregnancy. The aim of this study is to evaluate the effect of different iron supplementation doses (including no supplementation) during pregnancy on the iron status of the mother and on the health of the neonate. A longitudinal study was conducted involving 358 pregnant women and their newborns. Mothers were classified as non-supplemented, low iron supplemented (<60 mg/day), moderate iron supplemented (between 60 and 100 mg/day) or high iron supplemented (>100 mg/day). General clinical and obstetric histories, haemoglobin (Hb), serum ferritin (SF) and transferrin saturation were evaluated in the first, second, third trimesters, and at partum. SF and Hb decreased less sharply in the iron-supplemented groups compared to the non-supplemented group. The higher the doses of iron supplementation, the lower the percentages of iron depletion at partum (p < 0.001), iron deficiency anaemia (p < 0.001) and preterm deliveries (p = 0.009) as well as a higher birth weight of the newborn. However, the group with high supplementation had a greater percentage (27.6 %) of women at risk of haemoconcentration at partum. Our Mediterranean women began gestation with iron stores close to deficit (SF, 28.1 μg/L; 95 % CI 27.9-28.4). With these iron stores, supplementation with iron at daily doses of between 60 and 100 mg appears to be the most beneficial for the health of mother and child. These findings need to be confirmed in further randomised clinical trials.