Objective: This study investigated the prospective relationships between mental health symptoms (depressive and anxiety symptoms) and body mass index (BMI) in women with and without excessive weight gain during pregnancy. The secondary aim was to examine whether mental health symptoms and BMI were predictive of one another. Two models were tested: the first depicted depressive or anxiety symptoms predicting BMI, and the second model depicted BMI predicting depressive or anxiety symptoms. Design and participants: Women completed questionnaires at three time points throughout pregnancy, which comprised of the Depression, Anxiety and Stress Scale-21 and self-reported weight. Height and weight were also reported retrospectively at T1 to calculate pre-pregancy BMI category. To calculate total gestational weight gain (GWG), pre-pregnancy weight was substracted from weight at 36 weeks gestation. Methods: 183 women were tracked during pregnancy; Time (T)1 (mean=16.50 weeks of gestation, SD = .92), T2 (mean=24.40 weeks of gestation, SD = .92), and T3 (mean=32.61 weeks gestation, SD = .88). The sample was divided into those for whom weight gain exceeded the guidelines for GWG (excessive gestational weight gain; EGWG), and those who for whom it did not. Multigroup path analyses compared the longitudinal relationships between depressive or anxiety symptoms and BMI during pregnancy for women with and without EGWG. Findings: BMI did not predict depressive or anxiety symptoms. Depressive symptoms at T1, did however predict higher BMI at T2 for women without EGWG. Anxiety symptoms and BMI were not related, regardless of GWG status. Conclusion: These findings suggest that depressive symptoms may precede increased BMI during pregnancy in women who do not gain weight excessively. There may be longitudinal relationships between depressive symptoms and BMI during pregnancy; however, further research is required to identify the mechanisms that link these health outcomes and inform the focus of intervention design.