The hair metabolome has been recognized as a valuable source of information in pregnancy research, as it provides stable metabolite information that could assist with studying biomarkers or metabolic mechanisms of pregnancy and its complications. We tested the hypothesis that hair segments could be used to reflect a metabolite profile containing information from both endogenous and exogenous compounds accumulated during the nine months of pregnancy. Segments of hair samples corresponding to the trimesters were collected from 175 pregnant women in New Zealand. The hair samples were analysed using gas chromatography-mass spectrometry and liquid chromatography-mass spectrometry. In healthy pregnancies, 56 hair metabolites were significantly different between the first and second trimesters, while 62 metabolites were different between the first and third trimesters (p < 0.05). Additionally, three metabolites in the second trimester hair samples were significantly different between healthy controls and women who delivered small-for-gestational-age infants (p < 0.05), and ten metabolites in third trimester hair were significantly different between healthy controls and women with gestational diabetes mellitus (p < 0.01). The findings from this pilot study provide improved insight into the changes of the hair metabolome during pregnancy, as well as highlight the potential of the maternal hair metabolome to differentiate pregnancy complications from healthy pregnancies.