Gestational weight gain (GWG) involves health consequences for both mother and offspring. Genetic factors seem to play a role in the GWG trait. For small effect sizes of a single genetic polymorphism (SNP), a genetic risk score (GRS) summarizing risk-associated variation from multiple SNPs can serve as an effective approach to genetic association analysis. The aim of the study was to analyze the association between genetic risk score (GRS) and gestational weight gain (GWG). GWG was calculated for a total of 342 healthy Polish women of Caucasian origin, aged 19 to 45 years. The SNPs rs9939609 (FTO), rs6548238 (TMEM18), rs17782313 (MC4R), rs10938397 (GNPDA2), rs10913469 (SEC16B), rs1137101 (LEPR), rs7799039 (LEP), and rs5443 (GNB3) were genotyped using commercial TaqMan SNP assays. A simple genetic risk score was calculated into two ways: GRS1 based on the sum of risk alleles from each of the SNPs, while GRS2 based on the sum of risk alleles of FTO, LEPR, LEP, and GNB3. Positive association between GRS2 and GWG (β = 0.12, p = 0.029) was observed. Genetic risk variants of TMEM18 (p = 0.006, OR = 2.6) and GNB3 (p < 0.001, OR = 3.3) are more frequent in women with increased GWG, but a risk variant of GNPDA2 (p < 0.001, OR = 2.7) is more frequent in women with adequate GWG, and a risk variant of LEPR (p = 0.011, OR = 3.1) in women with decreased GWG. GRS2 and genetic variants of TMEM18, GNB3, GNPDA2, and LEPR are associated with weight gain during pregnancy.