(1) Background: people who migrate from low-to high-income countries are at an increased risk of weight gain, and excess weight is a risk factor for cardiovascular disease. Few studies have quantified the changes in body mass index (BMI) pre- and post-migration among African immigrants. We assessed changes in BMI pre- and post-migration from Africa to the United States (US) and its associated risk factors. (2) Methods: we performed a cross-sectional analysis of the African Immigrant Health Study, which included African immigrants in the Baltimore-Washington District of the Columbia metropolitan area. BMI category change was the outcome of interest, categorized as healthy BMI change or maintenance, unhealthy BMI maintenance, and unhealthy BMI change. We explored the following potential factors of BMI change: sex, age at migration, percentage of life in the US, perceived stress, and reasons for migration. We performed multinomial logistic regression adjusting for employment, education, income, and marital status. (3) Results: we included 300 participants with a mean (±SD) current age of 47 (±11.4) years, and 56% were female. Overall, 14% of the participants had a healthy BMI change or maintenance, 22% had an unhealthy BMI maintenance, and 64% had an unhealthy BMI change. Each year of age at immigration was associated with a 7% higher relative risk of maintaining an unhealthy BMI (relative risk ratio [RRR]: 1.07; 95% CI 1.01, 1.14), and compared to men, females had two times the relative risk of unhealthy BMI maintenance (RRR: 2.67; 95% CI 1.02, 7.02). Spending 25% or more of life in the US was associated with a 3-fold higher risk of unhealthy BMI change (RRR: 2.78; 95% CI 1.1, 6.97). (4) Conclusions: the age at immigration, the reason for migration, and length of residence in the US could inform health promotion interventions that are targeted at preventing unhealthy weight gain among African immigrants.