In this study, we identify EuCd2X2 (for X = P, As, Sb) as a series of magnetic semiconductors. We examine how the band gap of the series responds to X changing from phosphorus (P), to arsenic (As), and finally antimony (Sb). We characterize the samples using electronic transport and magnetization measurements. Based on infrared spectroscopy, we find that the band gap reduces progressively from 1.23 eV in EuCd2P2, to 0.77 eV in EuCd2As2, and finally 0.52 eV in EuCd2Sb2. In a magnetic field, all three systems show a strong response and their band gaps decrease at 4 K. This decrease is nonmonotonic as we change X. It is strongest in the phosphorous compound and weakest in the antimony compound. For all three compositions, EuCd2X2 remains a semiconductor up to the highest magnetic field applied (16 T).