Several epidemiologic studies have shown an association between Gestational Weight Gain (GWG) and offspring complications. The GWG is directly linked to maternal dietary intake and women’s nutritional status during pregnancy. The aim of this study was (1) to assess, in a sample of Spanish pregnant women, the association between maternal dietary patterns and GWG and (2) to assess maternal dietary patterns and nutrient adequate intake according to GWG. A retrospective study was conducted in a sample of 503 adult pregnant women in five hospitals in Eastern Andalusia (Spain). Data on demographic characteristics, anthropometric values, and dietary intake were collected from clinical records by trained midwives. Usual food intake was gathered through a validated Food Frequency Questionnaire (FFQ), and dietary patterns were obtained by principal component analysis. Nutrient adequacy was defined according to European dietary intake recommendations for pregnant women. Regression models adjusted by confounding factors were constructed to study the association between maternal dietary pattern and GWG, and maternal dietary patterns and nutritional adequacy. A negative association was found between GWG and the Mediterranean dietary pattern (crude β = −0.06, 95% CI: −0.11, −0.04). Independent of maternal dietary pattern, nutrient adequacy of dietary fiber, vitamin B9, D, E, and iodine was related to a Mediterranean dietary pattern (p < 0.05). A Mediterranean dietary pattern is related to lower GWG and better nutrient adequacy. The promotion of healthy dietary behavior consistent with the general advice promoted by the Mediterranean Diet (based on legumes, vegetables, nuts, olive oil, and whole cereals) will offer healthful, sustainable, and practical strategies to control GWG and ensure adequate nutrient intake during pregnancy.