To assess the relationship between gestational weight gain (GWG) of twin-pregnancy women and twin birth weights, as well as to evaluate whether pre-pregnancy body mass index (BMI) influences this relationship. A cohort study was conducted in Wuhan, China, between 1/01/2011 and 8/31/2017. Women with twin pregnancies who delivered live and non-malformed twins were included (6,925 women and 13,850 infants), based on the Wuhan Maternal and Child Health Management Information System. Logistic regression models were employed to examine the association between GWG and paired small for gestational age (SGA, defined as birth weight <10th percentile for gestational age and sex)/SGA and linear regression models were utilized to explore the relationship between GWG and sum of birth weights. The associations of GWG based on both the IOM and Chinese recommendations and SGA/SGA pairs were obtained, as well as the stratified analyses by pre-pregnancy BMI. Additionally, the sum birth weight of one twin pair increased by 15.88 g when the GWG increased by 1 kg. GWG below the IOM and Chinese recommendations was associated with an increased risk of SGA/SGA pairs in all pre-pregnancy BMI categories. However, in underweight, overweight, and obese women, the association between GWG above the IOM and Chinese recommendations and SGA/SGA pairs changed with adjustment.