Background: Maternal nutritional status is a key determinant of small for gestational age (SGA), but some knowledge gaps remain, particularly regarding the role of the energy balance entering pregnancy.Objective: We investigated how preconceptional and gestational weight trajectories (summarized by individual-level traits) are associated with SGA risk in rural Gambia.Design: The sample comprised 670 women in a trial with serial weight data (7310 observations) that were available before and during pregnancy. Individual trajectories from 6 mo before conception to 30 wk of gestation were produced with the use of multilevel modeling. Summary traits were expressed as weight z scores [weight z score at 3 mo preconception (zwt-3 mo), weight z score at conception, weight z score at 3 mo postconception, weight z score at 7 mo postconception (zwt+7 mo), and conditional measures that represented the change from the preceding time] and were related to SGA risk with the use of Poisson regression with confounder adjustment; linear splines were used to account for nonlinearity.Results: Maternal weight at each time point had a consistent nonlinear relation with SGA risk. For example, the zwt-3 mo estimate was stronger in women with values ≤0.5 (RR: 0.736; 95% CI: 0.594, 0.910) than in women with values >0.5 (RR: 0.920; 95% CI: 0.682, 1.241). The former group had the highest observed SGA prevalence. Focusing on weight change, only conditional zwt+7 mo was associated with SGA and only in women with values >-0.5 (RR: 0.579; 95% CI: 0.463, 0.724).Conclusions: Protection against delivering an SGA neonate offered by greater preconceptional or gestational weight may be most pronounced in more undernourished and vulnerable women. Independent of this possibility, greater second- and third-trimester weight gain beyond a threshold may be protective. This trial was registered at http://www.isrctn.com/ as ISRCTN49285450.