Lower concentrations of omega-3 (ω-3) and higher concentrations of omega-6 (ω-6) have been associated with excess weight in adults; however, the information on this relationship in pregnancy remains in its infancy. This study aimed to investigate the association between plasma levels of ω-3 and ω-6 long-chain polyunsaturated fatty acids (PUFAs) and weight gain during the gestational period. This is a prospective cohort study involving 185 pregnant women registered with the prenatal services of a municipality in the northeast of Brazil. The dosage of the serum concentration of fatty acids and the anthropometric measurements were carried out at the baseline, and the women’s weight information in the first, second, and third trimesters was collected from their pregnancy cards. Serum fatty acids were determined with the help of gas chromatography. The response variable of this study is the latent variable weight gain in pregnancy, derived from three variables: gestational weight in the first, second, and third trimesters. The main exposure was the plasma concentrations of PUFAs. Structural equation modeling was used for the data analysis. The mean age of the pregnant women was 26.74 years old (SD: 5.96 years). Most of the women had not completed high school (84%) and had a low income (70.86%). It was observed that the ω-3 PUFAs, represented by ALA plasm (alpha-linolenic acid), DHA (docosahexaenoic acid), and the EPA/ALA ratio (eicosapentaenoic acid to alpha-linolenic acid ratio), were negatively associated with the weight gain during pregnancy construct (−0.20, −0.12, and −0.14, respectively). Meanwhile, the PUFAs represented by the ratio between the ω-6 category acids ARA and LA (arachidonic acid and linoleic acid) had a direct and positive association (0.22) with that construct. Excess maternal weight gain was associated with ω-3 and ω-6 plasma levels. The women with the greatest gestational weight gain were the ones that presented the highest ARA/LA ratio (ω-6) and the lowest plasma concentrations of ALA, DHA, and EPA/ALA ratio (ω-3).