We identified factors associated with gestational weight gain (GWG) in 1,654 Chilean pregnant women with full-term pregnancies. At baseline, we collected information about sociodemographic, gyneco-obstetric, anthropometric, and health-care-related factors. We found that prepregnancy nutritional body mass index was the most important factor related to GWG above recommendations (overweight: ratio of relative risks [RRR] = 2.31, 95% confidence interval [CI, 1.73, 3.09] and obesity: RRR = 2.90, 95% CI [2.08, 4.03]). We believe that women who are overweight/obese at the beginning of pregnancy should be identified because of their higher risk, and that adequate strategies should be designed and implemented to help them achieve a healthy GWG.