Objective: To assess differences in the Healthy Eating Index (HEI) during pregnancy with the pre-gravid and gravid weight status of women.Design: Cross-sectional.Setting: Athens, Greece.Subjects: One hundred pregnant women, inhabitants of Athens.Results: The mean raw HEI score of the sample was 66·9 (sd 7·6) and the mean HEI adjusted for energy intake was 66·9 (sd 0·6). No difference was recorded between the adjusted HEI and different gravidities, the embryo’s sex, different income categories or education. When HEI was categorised as low, average and adequate, living in an urban residence increased the odds for demonstrating low HEI score (OR = 10·231, 95 % CI 1·300, 80·487). HEI score during pregnancy was significantly higher in participants who were either pre-gravidly underweight or of normal body weight (BW). In relation to the gestational weight status, the highest HEI scores and protein intake were shown in the underweight and of normal BW participants compared with the obese. According to the simple correspondence analysis, adequate HEI was associated with rural residence and being underweight or having normal BW during pregnancy. Low HEI was associated with overweight and obesity during pregnancy, with obesity before pregnancy and living in an urban environment. HEI was negatively correlated to the pre-conceptional and gestational BMI (r = −0·298, P ≤ 0·003 and r = −0·345, P ≤ 0·001) and to the week of gestation (r = −0·285, P ≤ 0·004).Conclusions: Overall, the HEI of the sample was mediocre. Women who were underweight or of normal BW exhibited a better diet quality compared with obese women; thus the latter consist a population in greater need for supervised nutrition and dietary counselling during pregnancy.