OBJECTIVE: To examine pregnant women's gestational weight gain expectations and advice from various sources (ie, self, family and friends, physician) and the association of these sources of expectations and advice with measured gestational weight gain. METHODS: This is a secondary analysis of a cohort study of 230 pregnant women in their second pregnancy. Each woman was queried at 12 weeks of gestation about the amount of weight: 1) she felt was “healthy” to gain, 2) she expected to gain, 3) her friends and family thought she should gain, and 4) the specificity of her physician's advice about gestational weight gain. Gestational weight gain was calculated as the difference in measured weight between 4 and 10 weeks and 36 weeks of gestation. Odds ratios and corresponding 95% confidence intervals were computed for the association between excessive gestational weight gain and each question using logistic regression in this secondary analysis. RESULTS: Participants were 87.4% Caucasian. Overweight and obese women were significantly more likely to expect excessive gestational weight gain compared with normal-weight women. Women who reported expecting to gain excessively were significantly more likely to actually gain excessively (52%; odds ratio [OR] 3.19, 95% confidence interval [CI] 1.77–5.77) than those who expected to gain within the guidelines (36%). After adjusting for self-reported gestational weight gain in the first pregnancy and sociodemographic characteristics, women who reported expecting to gain excessively were still significantly more likely to gain excessively (51%; OR 2.22, 95% CI 1.08–4.56) than those who expected to gain within guidelines (37%). CONCLUSION: It may be particularly important to develop interventions that positively influence women's own expectations for gestational weight gain. CLINICAL TRIAL REGISTRATION: ClinicalTrials.gov, https://clinicaltrials.gov, NCT01131117.