Anemia and micronutrient (MN) deficiencies in pregnant women are associated with adverse pregnancy outcomes. In Niger, 58.6% of pregnant women are anemic; however, MN statuses are unknown. The study objectives were to estimate the prevalence of MN deficiencies among pregnant women in Zinder, Niger and explore associated risk factors. Pregnant women living in randomly selected rural villages (n = 88) were included. Capillary and venous blood samples (n = 770) were analyzed for hemoglobin (Hb) and plasma ferritin, soluble transferrin receptor (sTfR), zinc (pZn), retinol binding protein (RBP), folate and vitamin B12. C-reactive protein and alpha-1-acid glycoprotein were measured to adjust for inflammation. The prevalence of MN deficiencies in pregnant woman was high, indicative of a severe public health problem. Prevalence of iron deficiency was 20.7% and 35.7%, by ferritin (<15 µg/L) and sTfR (>8.3 mg/L), respectively. In total, 40.7% of women had low pZn (<50 µg/dL), 79.7% had marginal RBP (<1.32 µmol/L), 44.3% of women had low folate (<10 nmol/L) and 34.8% had low B12 concentrations (<148 pmol/L). Common risk factors associated with MN status included gravidity, mid-upper-arm circumference, geophagy, malaria, and result of the woman’s last pregnancy. Interventions to promote the strengthening of antenatal care, and access and adherence to nutrition and health interventions are critical among pregnant women in this population.