Low gestational weight gain (GWG) is a known predictor of fetal growth restriction in higher income countries, but there is little information on this association in lower income countries. Our objective is to describe the association between GWG and birth outcomes among pregnant women in rural Bangladesh. Pregnant women were identified in a community‐based programme and enrolled into the study at an average of 13 weeks' gestation (n = 4,011). Maternal weight and height were measured at enrolment, maternal weight was measured at 36 weeks' gestation, and newborns were measured after birth. Rate of GWG (g/weeks) was calculated, and women were categorized as having adequate or inadequate GWG (Institute of Medicine recommendations). Newborn anthropometric outcomes included weight‐for‐age z score (WAZ), length‐for‐age z score (LAZ), head‐circumference‐for‐age z score (HCZ), body mass index (BMI)‐for‐age z score (BMIZ), low birthweight (LBW < 2,500 g), WAZ < −2, LAZ < −2, HCZ < −2, BMIZ < −2, and small for gestational age (SGA: <10th percentile). Multivariate models were adjusted for confounders. Only 26% of the 2,562 women in these analyses had adequate GWG. Compared with newborns of women with inadequate GWG, infants of women with adequate GWG had a lower risk of adverse anthropometric outcomes (relative risk [95% confidence interval]: LBW = 0.68 [0.59, 0.80], LAZ < −2 = 0.64 [0.51, 0.80], HCZ < −2 = 0.75 [0.60, 0.93], BMIZ < −2 = 0.70 [0.59, 0.83], and SGA = 0.80 [0.73, 0.86]), but there was no significant difference in mean (SE) duration of gestation, 39.7 (0.08) versus 39.7 (0.05) weeks. In this population, GWG rate is a strong predictor of newborn anthropometric outcomes, but not duration of gestation.