A woman’s nutritional status during pregnancy and breastfeeding is not only critical for her health, but also for that of future generations. Nutritional requirements during pregnancy differ considerably from those of non-pregnant women. Thus, a personalized approach to nutritional advice is recommended. Currently, some countries recommend routine supplementation for all pregnant women, while others recommend supplements only when necessary. Maternal physiological adaptations, as well as nutritional requirements during pregnancy and lactation, will be reviewed in the literature examining the impacts of dietary changes. All of these data have been studied deeply to facilitate a discussion on dietary supplement use and the recommended doses of nutrients during pregnancy and lactation. The aim of this review is to evaluate the knowledge in the scientific literature on the current recommendations for the intake of the most common micronutrients and omega-3 fatty acids during pregnancy and lactation in the United States, Canada, and Europe. Taking into account these considerations, we examine minerals, vitamins, and omega-3 fatty acid requirements. Finally, we conclude by discussing the potential benefits of each form of supplementation.