Background: Exposure to vitamin D in early life has been associated with improved bone mineralization, but no studies have investigated the combined effect of pregnancy supplementation and childhood 25(OH)D concentrations on bone health. Methods: We analyzed the effect of serum 25(OH)D concentrations at age 6 months and 6 years and the combined effect with prenatal high-dose vitamin D (2800 vs. 400 IU/day) on bone mineral density (BMD) and content (BMC) assessed by dual-energy X-ray absorptiometry (DXA) scans at age 3 and 6 years and longitudinal risk of fractures in a double-blinded, randomized clinical trial in the Copenhagen Prospective Studies on Asthma in Childhood 2010 (COPSAC₂₀₁₀) mother-child cohort with enrollment from March 4, 2009, to November 17, 2010, and clinical follow-up until January 31, 2019 (NCT00856947). All participants randomized to intervention and with complete data were included in the analyses. Findings: At age 6 months, serum 25(OH)D concentration was measured in 93% (n = 541) of 584 children. Children with sufficient (≥ 75 nmol/l) vs. insufficient (< 75 nmol/l) concentrations did not have lower risk of fractures: incidence rate ratio (95% CI); 0.64 (0.37;1.11), p = 0.11. However, vitamin D sufficient children from mothers receiving high-dose supplementation during pregnancy had a 60% reduced incidence of fractures compared with vitamin D insufficient children from mothers receiving standard-dose: 0.40 (0.19;0.84), p = 0.02. At age 6 years, serum 25(OH)D concentration was measured in 83% (n = 318) of 383 children with available DXA data. Whole-body bone mineralization was higher in vitamin D sufficient children at age 6 years; BMD, adjusted mean difference (aMD) (95% CI): 0.011 g/cm² (0.001;0.021), p = 0.03, and BMC, aMD: 12.3 g (-0.8;25.4), p = 0.07, with the largest effect in vitamin D sufficient children from mothers receiving high-dose vitamin D supplementation; BMD, aMD: 0.016 g/cm² (0.002;0.030), p = 0.03, and BMC, aMD: 23.5 g (5.5;41.5), p = 0.01. Interpretation: Childhood vitamin D sufficiency improved bone mineralization and in combination with prenatal high-dose vitamin D supplementation reduced the risk of fractures. Funding: The study was supported by The Lundbeck Foundation R16-A1694, The Danish Ministry of Health 903,516, The Danish Council for Strategic Research 0603–00280B and The European Research Council 946,228.