Abstract 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) = 0·56; 95 % CI 0·34, 0·91, P < 0·02) had lower odds of being underweight. Women who received prenatal care (POR = 2·17; 95 % CI 1·48, 3·09, P < 0·001) and were multiparous (POR = 2·10; 95 % CI 1·43, 3·15, P < 0·0 0 1) had higher odds of being overweight. Women in extended families (POR = 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.