This study aimed to evaluate the association between maternal gestational Vitamin D3 supplementation and early respiratory health in offspring. This was a population-based record-linkage study which used data from the French National Health Database System. Maternal Vitamin D3 supplementation consisted of a single high oral dose of cholecalciferol, (100,000 IU) from the seventh month of pregnancy, according to national guidelines. In total, 125,756 term-born singleton children were included, of which 37% had respiratory illness defined as hospital admission due to respiratory causes or inhalation treatment up to 24 months of age. Infants prenatally exposed to maternal Vitamin D3 supplementation (n = 54,596) were more likely to have a longer gestational age (GA) at birth (GA 36–38 weeks, 22% vs. 20%, p < 0.001 in exposed vs. non-exposed infants, respectively). After adjusting for the main risk factors (maternal age, socioeconomic level, mode of delivery, obstetrical and neonatal pathology, birth weight appropriateness, sex, and birth season), the risk of RD was found to be 3% lower than their counterparts (aOR [IC 95%], 0.97 [0.95–0.99], p = 0.01). In conclusion, this study provides evidence for the association between maternal gestational Vitamin D3 supplementation and improved early respiratory outcomes in young children.