Background Diet quality indexes (DQIs) consist of combinations of foods and/or nutrient components that represent adherence to dietary guidelines. A high-quality diet during pregnancy contributes to optimal birth outcomes. Objective We developed and validated the first DQI for pregnancy for South African women. Methods The South African Food Based Dietary Guidelines and pregnancy dietary guidelines were used as theoretical basis for the a priori development of the South African Diet Quality Index for Pregnancy (SA-DQI-P). To validate the SA-DQI-P, we applied it to data collected for the Nutritional status of Expectant Mothers and their newborn Infants (NuEMI) study ( N = 682). We determined the associations between SA-DQI-P scores in tertiles with nutrient intakes, sociodemographic factors, household food security level, and biochemical values. Results A lower household density ratio, household access to a toilet, refrigerator, and microwave, a higher educational level, being employed and being food secure were significantly associated with a higher score. After correcting for energy intake, higher scores were significantly associated with higher intakes of protein, total fat, saturated fat, cholesterol, calcium, vitamin A, vitamin E, folic acid, vitamin B12, and vitamin C. Significantly more participants who were vitamin A deficient scored in the lowest tertile than those in higher tertiles. Conclusion The SA-DQI-P is the first DQI developed for a South African population and has proven to be valid in ranking diet quality in pregnant women in our sample. Information regarding diet quality of this vulnerable group can assist with planning nutrition intervention programs to improve nutritional status.