Vitamin D deficiency and elevated high sensitivity C‐reactive protein (hs‐CRP) have been associated with several health outcomes, but knowledge on early life trajectories and association between 25 hydroxyvitamin D (25(OH)D) and hs‐CRP is lacking. We investigated the association between longitudinal measurements of 25(OH)D and hs‐CRP, respectively, from pregnancy to childhood and throughout childhood in two Danish mother–child cohorts—the COPSAC2010 and COPSAC2000. In COPSAC2010, there was an association between 25(OH)D concentrations at week 24 in pregnancy and at age 6 months in childhood (n = 633): estimate (95% CI); 0.114 (0.041;0.187), p = 0.002, and between 25(OH)D at age 6 months and 6 years (n = 475): 0.155 (0.083;0.228), p < 0.001. This was also demonstrated in the COPSAC2000 cohort between 25(OH)D concentrations in cord blood and at age 4 years (n = 188): 0.294 (0.127;0.461), p < 0.001 and at age 6 months and 4 years (n = 264): 0.260 (0.133;0.388), p < 0.001. In COPSAC2000, we also found an association between hs‐CRP at age 6 months and 12 years in childhood (n = 232): 0.183 (0.076;0.289), p < 0.001. Finally, we found a negative association between the cross‐sectional measurements of 25(OH)D and hs‐CRP at age 6 months (n = 613) in COPSAC2010: −0.004 (−0.008;−0.0004), p = 0.030, but this was not replicated in COPSAC2000. In this study, we found evidence of associations across timepoints of 25(OH)D concentrations from mid‐pregnancy to infancy and through childhood and associations between hs‐CRP levels during childhood, although with weak correlations. We also found a negative cross‐sectional association between 25(OH)D and hs‐CRP concentrations in COPSAC2010 proposing a role of vitamin D in systemic low‐grade inflammation, though this association was not present in COPSAC2000.