There are more and more obese mothers with twin gestations. For a long time before, the responses of lymphocytes and platelets in obese women can cause a low-grade inflammation. In addition, a proper control of gestational weight gain would improve the outcomes in mothers with high pre-gestational body mass index (BMI). In women with high pre-gestational BMI and twin pregnancy, our aims were to explore the biochemical and hematological parameters and to study the rate of obstetric adverse outcomes. This was an observational and retrospective study conducted in the Hospital Universitario La Paz (Madrid, Spain). We included 20 twin pregnancies as the lean group (BMI = 18.5–24.9 kg/m2), homogeneous in the maternal age and ethnicity, and having parity with other 20 twin pregnancies as the obese group (BMI ≥ 30 kg/m2). The maternal data and maternal, fetal, obstetric, and neonatal complications were collected from the medical records. In the first and third trimester of pregnancy, the biochemical and hematological parameters of the blood were assayed. In this cohort, gestational weight gain was significantly lower in the obese than lean group. In the first trimester, the hemoglobin levels in obese women (12.1 ± 0.8 g/dL) were lower than lean women (12.6 ± 0.7 g/dL; p-Value = 0.048). In addition, the tendency of glucose levels, TSH levels and platelets was to increase in obese compared to lean women. In the third trimester, the TSH levels were higher in obese (3.30 ± 1.60 mUI/L) than lean women (1.70 ± 1.00 mUI/L; p-Value = 0.009). Furthermore, there was a tendency for levels of platelets and lymphocytes to increase in obese compared to lean women. No significant differences were detected in the rate of maternal, fetal, obstetrical, and neonatal complications between the groups. The hemoglobin, platelets, lymphocytes and TSH levels need further investigation to understand potential subclinical inflammation in obese women. Furthermore, obese women with twin pregnancies should follow-up with a specialist nutritionist, to help them control their gestational weight gain with appropriate dietary measures.