Objective: To examine the associations of gestational weight gain (GWG) and diet with low-grade inflammation in pregnancy. Methods: A cross-sectional analysis of 671 pregnant women was performed, and diet was assessed in gestational week 30. GWG was recorded in weeks 30 and ∼37 (difference between the weight recorded at these time points and pre-pregnancy weight). Markers of inflammation, high-sensitivity C-reactive protein (hsCRP), serum amyloid A (SAA), interleukin (IL)−6, IL-8, IL-1β, and tumor necrosis factor-α were quantified in serum from week 30. Results: After adjusting for age, pre-pregnancy BMI, parity, smoking status, and education, each 1 kg increase in GWG was associated with 3% (95% CI: 1–5) higher hsCRP and 3% (95% CI: 1–4) higher SAA concentrations, which corresponded to ∼18% to 25% increase in these biomarkers among those with excessive weight gain. GWG was inversely associated with IL-8 while no associations were found for the other inflammatory markers. With respect to diet, women in the highest compared with lowest quintile of protein intake had 26% (95% CI: 3–54) higher hsCRP concentrations. This increase appeared to be driven by intake of animal protein. A similar pattern was observed for SAA. Conclusions: Excessive GWG, as well as high intake of animal protein, was associated with higher concentrations of inflammatory factors.