Aims: This study aimed to examine the association between three-year changes in body mass index (BMI) and the risk of new-onset or progressive diabetic kidney disease (DKD) among people with type 2 diabetes and a normal BMI at baseline. Methods: A total of 416 people with type 2 diabetes (T2DM) and a normal BMI were enrolled from the Chongqing Diabetes Registry (CDR, NCT03692884) cohort and were followed for incident DKD until 2025. The change in BMI at the three-year follow-up was classified as follows: stable BMI (<5% change), decreased BMI (≥5% reduction), and increased BMI (≥5% gain). Cox proportional hazards models were used to analyze the association between BMI change categories and DKD risk. Results: During a mean follow-up of 3.4 years, people with an increased BMI exhibited a significantly higher risk of DKD onset or progression compared with people with a stable BMI [HR = 1.67, 95%CI: 1.15–2.43, p = 0.007]. Each 1% increase in BMI was significantly associated with an increased risk of DKD onset or progression [HR = 1.05, 95%CI: 1.02–1.07, p < 0.001]. This association remained significant after multivariable adjustment. Time-dependent receiver operating characteristic (ROC) curves showed that the area under the curve (AUC) of this indicator reached 0.683–0.729 for the prediction of new-onset or progressive DKD risk over 3–5 years. In subgroup analyses, decreased BMI was associated with a lower risk of DKD among people aged <60 years [HR = 0.21; 95% CI: 0.04–0.96; p = 0.044]. Conclusions: A ≥5% increase in BMI in three years may be a risk factor for new-onset or progressive DKD among people with T2DM and normal BMI. Conversely, a ≥5% decrease in BMI may be associated with renal protection in non-elderly individuals within the population.