Appropriate gestational weight gain (GWG) is important for fetal development and maternal health, but it is unclear what dietary factors predict GWG. The aim of this study was to investigate the association between dietary quality during pregnancy and GWG. In total, 1113 pregnant women were recruited when registering for antenatal care. GWG was defined according to the Institute of Medicine (IOM) guidelines. GWG was calculated as measured body weight at registration for antenatal care, to gestational week 37 ± 2. Dietary intake was assessed using a food frequency questionnaire (FFQ) administered in gestational week >31. In total, 40% gained within the IOM GWG recommendations, 25% had insufficient GWG and 35% excessive GWG. Women with a poor or fair quality diet gained approximately 2 kg more than women with a high-quality diet. Poor dietary quality was also associated with higher odds of excessive GWG, due to fat quality and intake of discretionary foods. In conclusion, poor quality dietary intake is associated with lower adherence to the guidelines on weight gain in pregnancy. A diet characterised by high-quality fat intake, low consumption of discretionary foods and high nutrient intake may promote healthy weight gain and prevent excessive GWG.