Gestational weight gain (GWG) may be affected by the timing of dietary intake. Previous studies have reported contradictory findings, possibly due to inconsistent characterizations of meal timing. We conducted a birth cohort study in Tianjin to determine the effect of daily energy and macronutrient distribution in mid and late pregnancy on GWG. Dietary intake information in the second and third trimesters used three 24-h dietary recalls, and meal timing was defined in relation to sleep/wake timing. The adequacy of GWG was assessed using recommendations from the Institute of Medicine guidelines. Pregnant women who had a relatively high average energy and macronutrient distribution in the late afternoon–early evening time window exhibited a greater GWG rate and a greater total GWG than that in morning time window during the third trimester (β = 0.707; β = 0.316). Carbohydrate intake in the morning of the second and third trimesters (β = 0.005; β = 0.008) was positively associated with GWG rates. Morning carbohydrate intake in the second trimester was also positively associated with total GWG (β = 0.004). Fat intake in the morning of the third trimester (β = 0.051; β = 0.020) was positively associated with the GWG rates and total GWG. Excessive GWG of Chinese pregnant women was related closely to eating behavior focused on the late afternoon–early evening and carbohydrate and fat intake in the morning during the second and third trimesters.