Which of the following tests is most sensitive for the detection of iron depletion in pregnancy ?
Serum iron
Serum ferritin
Serum transferrin
Serum iron binding capacity
Serum ferritin is the most sensitive test as it correlates best with iron stores and is the first test to become abnormal in case of iron deficiency.
Remember: 

Storage form of iron : – Ferritin
Transport form of iron – Transferrin

As per CDC serum ferritin less than 15 mg/l confirms iron deficiency anemia.