Objective: The present study aimed to evaluate the nutritional status of pregnant women in Colombia and the associations between gestational BMI and sociodemographic and gestational characteristics. Design: Cross-sectional study. A secondary analysis was made of data from the 2005 Demographic and Health Survey of Colombia. Setting: Bogotá, Colombia. Subjects: Pregnant adolescents aged 13-19 years (n 430) and pregnant women aged 20-49 years (n 1272). Results: The gestational BMI and sociodemographic characteristics of the adolescents differed from those of the pregnant adult women. Thirty-one per cent of the adolescents were underweight for gestational age, compared with 14?5 % of the adult women. Eighteen per cent of adolescents were overweight for gestational age, in contrast to 37?3 % of adult women. The overall prevalence of anaemia was 44?7 % and the prevalence of low serum ferritin was 38?8 %. Women within the high quintiles of the wealth index (prevalence odds ratio (POR) 5 0?56; 95 % CI 0?34, 0?91, P , 0?02) had lower odds of being underweight. Women who received prenatal care (POR 5 2?17; 95 % CI 1?48, 3?09, P , 0?001) and were multiparous (POR 5 2?10; 95 % CI 1?43, 3?15, P , 0?0 0 1) had higher odds of being overweight. Women in extended families (POR 5 0?63; 95 % CI 0?50, 0?95, P , 0?025) had lower odds of being overweight. Conclusions: Underweight in pregnant adolescents and overweight in adult women coexist as a double burden in Colombia. Factors associated with malnutrition among pregnant women and adolescents should be considered for future interventions in countries experiencing nutritional transition.