The aim of this study was to examine the impact of dietary restraint and attitudes to weight gain on gestational weight gain. This is a prospective cohort study of 799 women recruited at their first antenatal care visit. They provided information on pre-pregnancy dietary restraint behaviours (weight cycling, dieting and restrained eating) and attitudes to weight gain during pregnancy at a mean of 15 weeks' gestation. We examined the relationship of these variables with absolute gestational weight gain and both insufficient and excessive gestational weight gain, as defined by the Institute of Medicine recommendations. Multivariable analysis revealed that restrained eating, weight cycling and dieting were associated with higher absolute weight gain, whilst weight cycling only was associated with excessive weight gain. There was no evidence that the relationships between the dietary restraint measures and the weight gain outcomes were mediated by pregnancy-associated change in food intake. Increased concern about weight gain during pregnancy was independently associated with higher absolute weight gain and excessive weight gain. These relationships were attenuated following adjustments for pregnancy-associated change in food intake. These findings suggest that in early pregnancy, both a history of fluctuations in body weight and worry about gestational weight gain, are indicators of high pregnancy weight gain. Concern about weight gain during pregnancy seems to partly arise from an awareness of increased food intake since becoming pregnant. Prenatal dietary counselling should include consideration of past dieting practices and attitudes to pregnancy weight gain.