Maternal diet, prior to and during pregnancy, plays an important role in the immediate and long-term health of the mother and her offspring. Our objectives were to assess diet quality among a large, diverse, urban cohort of pregnant women, and examine associations with sociodemographic and health behavior characteristics. Data were from 1,325 pregnant women enrolled in New York University Children's Health and Environment Study (NYU CHES). Diet quality was assessed using the Healthy Eating Index (HEI)-2015. Mean total HEI-2015 score was 74.9 (SD = 8.5); 376 (28%), 612 (46%), 263 (20%), and 74 (6%) of women had scores that fell into the grade range of A/B, C, D, and F, respectively. Mean HEI-2015 component scores were high for fruit and whole grains and low for protein-related, sodium, and fat-related components. In multivariable linear regression models, Hispanic women scored 1.65 points higher on the total HEI-2015 (95% CI: 0.21, 3.10) compared to non-Hispanic White women, while younger age (<30 years), parity, single status, pre-pregnancy obesity, smoking, pre-existing hypertension, moderate/severe depressive symptoms, not meeting physical activity recommendations, and not taking a vitamin before pregnancy were associated with ~1.5–5-point lower mean total HEI-2015 scores. Diet is a modifiable behavior; our results suggest a continued need for pre-conceptional and prenatal nutritional counseling.