Background: During pregnancy, the balance between pro-inflammatory and anti-inflammatory responses is essential for ensuring healthy outcomes. Dietary Fatty acids may modulate inflammation. Methods: We investigated the association between dietary fatty acids as profiled on red blood cells membranes and a few pro- and anti-inflammatory cytokines, including the adipokines leptin and adiponectin at ~38 weeks in 250 healthy women. Results: We found a number of associations, including, but not limited to those of adiponectin with C22:3/C22:4 (coeff −1.44;p= 0.008), C18:1 c13/c14 (coeff 1.4;p= 0.02); endotoxin with C20:1 (coeff −0.9;p= 0.03), C22:0 (coeff −0.4;p= 0.05); MCP-1 with C16:0 (coeff 0.8;p= 0.04); and ICAM-1 with C14:0 (coeff −86.8;p= 0.045). Several cytokines including leptin were associated with maternal body weight (coeff 0.9;p= 2.31 × 10−5), smoking habits (i.e., ICAM-1 coeff 133.3;p= 0.09), or gestational diabetes (i.e., ICAM-1 coeff 688;p= 0.06). Conclusions: In a general cohort of pregnant women, the intake of fatty acids influenced the balance between pro- and anti-inflammatory molecules together with weight gain, smoking habits, and gestational diabetes.