Side-effects of iron supplementation lead to poor compliance. A weekly-dose schedule of iron supplementation rather than a daily-dose regimen has been suggested to produce fewer side-effects, thereby achieving a higher compliance. This study compared side-effects of iron supplementation and their impact on compliance among pregnant women in Bangladesh. These women were assigned to receive either weekly doses of 2 x 60 mg iron (one tablet each Friday morning and evening) or a daily dose of 1 x 60 mg iron. Fifty antenatal care centres were randomly assigned to prescribe either a weekly- or a daily-supplementation regimen (86 women in each group). Side-effects were assessed by recall after one month of supplementation and used for predicting compliance in the second and third months of supplementation. Compliance was monitored using a pill bottle equipped with an electronic counting device that recorded date and time whenever the pill bottle was opened. Of five gastrointestinal side-effects (heartburn, nausea, vomiting, diarrhoea, or constipation) assessed, vomiting occurred more frequently in the weekly group (21%) than in the daily group (11%, p<0.05). Compliance (ratio between observed and recommended tablet intake) was significantly higher in the weekly-supplementation regimen (93%) than in the daily-supplementation regimen (61%, p<0.05). Overall, gastrointestinal side-effects were not significantly associated with compliance. However, the presence of nausea and/or vomiting reduced compliance in both the regimens-but only among women from the lower socioeconomic group. In conclusion, weekly supplementation of iron in pregnancy had a higher compliance compared to daily supplementation of iron despite a higher frequency of side-effects. The findings support the view that gastrointestinal side-effects generally have a limited influence on compliance, at least in the dose ranges studied. Efforts to further reduce side-effects of iron supplementation may not be a successful strategy for improving compliance and effectiveness of antenatal iron supplementation.