Background: Socioeconomic factors influence diet quality during pregnancy. However, dearth of evidence about the influence on energy and macronutrients adequacy calls for research. Objective: To analyze the association between socioeconomic factors and adequacy rates of energy and macronutrients intakes in pregnant women from Merida, Yucatan, Mexico. Methods: During September to December 2019, we applied a socioeconomic questionnaire and three 24-hour dietary recalls to 83 pregnant females resident in Merida, Yucatan. Energy and macronutrient intakes were compared with the estimated trimester-specific energy and macronutrient requirements to calculate adequacies (%). Outcome variables were average adequacy of energy, carbohydrates, total fat, and protein intakes and the main predictors were maternal education, monthly family income, working status, and marital status. Descriptive statistics of adequacy were calculated for each category of predictors. The association between socioeconomic factors and outcome variables was analyzed through simple and multiple linear regression models. Results: Adequacy rates of energy and macronutrients decreased as education and familial income levels increased, as well as among unemployed women. Consistently with these results, simple linear regressions showed that years of education, family income, and working status (i.e., women working to earn money), were negatively associated with adequacy rates of energy and macronutrients intakes. When all predictors and covariates were included in a multiple linear regression model, only having a job was significantly associated with adequacy rates. Marital status was not associated with outcomes. Conclusions: Women in disadvantaged socioeconomic conditions (unemployed and low levels of education and familial income) show greater energy and macronutrient intakes.