Reproductive health is a significant public health issue during pandemics; however, the impacts of the novel 2019 coronavirus disease (COVID-19) on noninfected pregnant women are still unknown. This study intends (1) to examine whether emotional eating (EE) occurred during the pandemic triggered by disease concerns and (2) to explore the associations among EE, dietary changes, and gestational weight gain (GWG). Based on an online survey, 640 new mothers who experienced the lockdown in their third trimester were recruited from seven provinces in China. EE was evaluated with the Chinese version of the Dutch Eating Behavior Questionnaire, EE domain. A self-designed e-questionnaire was used to collect the data of participants on the sociodemographic characteristics, concerns about the COVID-19 pandemic, maternity information, physical activities, and dietary changes during lockdown. The results show that the average EE score was 26.5 ± 8.3, and women living in a severely affected area, who are very worried about the pandemic and who had less physical activity had a higher tendency of EE. Although there is a dietary pattern changed during pandemic, the average GWG in the studied group was in the normal range. However, a higher EE score was associated with a significant excess of GWG in women not from Wuhan (EE score 33–65 vs. 13–22: adjusted Odd Ratio (OR), 95% Confidence Interval (CI) = 1.90, 1.08–3.32). The sensitivity analysis that additionally adjusted for the pregestational body mass index and gestational metabolic disease was consistent with this result. The mediation model was also examined and showed that, after adjusting for living area and exercise, EE was associated with significantly increased consumption of cereals (EE score 33–65 vs. 13–22: adjusted OR, 95% CI = 2.22, 1.29–3.82) and oil (EE score 33–65 vs. 13–22: adjusted OR, 95% CI = 3.03, 1.06–8.69) but decreased consumption of fish and seafood (EE score 33–65 vs. 13–22: adjusted OR, 95% CI = 1.88, 1.14–3.11; 23–32 vs. 13–22: adjusted OR, 95% CI = 1.79, 1.20–2.66). In conclusion, this study indicated that EE occurred in a proportional number of pregnant women during the COVID-19 pandemic and is associated with excess GWG mediated by increased intake of certain foods. The findings suggest the need for psychosocial and nutritional education and interventions during pregnancy checkups. Further studies are needed to determine modifiable psychosocial predictors and potential nutritional concerns in pregnant women during disease outbreaks.