Miscarriage is a common and poorly understood adverse pregnancy outcome. In this study, the authors sought to evaluate the relation between self-reported use of prenatal vitamins in early pregnancy and the risk of miscarriage. Between 2000 and 2008, 4,752 US women were prospectively enrolled in Right From the Start. Information about vitamin use was obtained from a first-trimester interview. Discrete-time hazard models were used, candidate confounders were assessed, and the following variables were included in the model: study site, maternal age, gravidity, marital status, education, race/ethnicity, smoking, and use of progesterone in early pregnancy. Approximately 95% of participants reported use of vitamins during early pregnancy. A total of 524 women had a miscarriage. In the final adjusted model, any use of vitamins during pregnancy was associated with decreased odds of miscarriage (odds ratio = 0.43, 95% confidence interval: 0.30, 0.60) in comparison with no exposure. These results should be viewed in the context of a potentially preventive biologic mechanism mitigated by possible confounding by healthy behaviors and practices that are also associated with vitamin supplement use during pregnancy.