Objectives: This study aims to examine the relationship between dietary inflammatory index (DII) and bone mineral density (BMD) changes among Chinese pregnant women, offering valuable insights for dietary guidance during pregnancy. Methods: 289 pregnant women were enrolled in this cohort. Serum inflammatory factors and ultrasonic BMD were measured at the first, second, and the third trimesters. DII scores were calculated based on a semi-quantitative food frequency questionnaire (FFQ) and divided into tertiles. We compared the differences in inflammatory factors in serum across the tertiles of DII and changes in BMD at the second and third trimesters across the tertiles. Results: The participants with higher DII scores had higher total energy intakes than those with lower DII scores. The serum level of interleukin-6 (IL-6) was significantly different across the tertiles of the DII. Women who had lower DII scores had higher T-scores and Z-scores in the BMD assessment. In the test of trends, after adjusting potential covariates, including educational level, physical activity, body mass index, and calcium, vitamin D, or multivitamin supplements, DII values were determined to be positively related to the maternal BMD lost. Conclusions: DII was positively associated with serum IL-6. Meanwhile, higher DII scores were associated with more bone mass loss in pregnant women. We recommend adhering to a lower-DII diet to preserve BMD during pregnancy.