To investigate the association between pre-pregnancy body mass index (BMI) and gestational depressive phenotypes. The pregnant women receiving the first prenatal examination (4th -13th week of gestation) in Chongqing Health Center for Women and Children were recruited between February 2020 and September 2021. Depressive phenotypes was assessed by the Patient Health Questionnaire (PHQ-9) and the Symptom Checklist 90 (SCL-90) scale at recruitment. Pre-pregnancy weight and height were self-reported by the participants. Demographic and obstetric characteristics were obtained from the hospital information system. The association between pre-pregnancy BMI and the scores of PHQ-9 or SCL-90 scale was investigated by uni-variate analysis with Kruskal-Wallis test and by multi-variate analysis with linear regression model with adjustment of age, parity, smoking, alcohol consumption, and assisted reproduction. The association between pre-pregnancy BMI and PHQ-9 or SCL-90 diagnosed depressive phenotypes was analyzed by Chi-square test and logistic regression respectively. A total of 12,099 pregnant women were included, where 100% of them filled out the PHQ-9 scale and 99.6% filled out the SCL-90 scale, and 47.26% and 4.62% of the pregnant women had depressive phenotypes, respectively. Women with higher pre-pregnancy BMI had lower depressive phenotypes scores during pregnancy. Multivariable analysis of the PHQ-9 scale showed that overweight/obese subjects had a higher incidence of depressive phenotypes compared with subjects with normal BMI (OR=0.803, 95% CI [0.723, 0.892]). In a stratified analysis assessed by the PHQ-9, women who were overweight/obese prior to pregnancy were less likely to develop depressive phenotypes during pregnancy than women who were normal weight prior to pregnancy, regardless of whether they were nulliparous (OR=0.795, 95%CI[0.696,0.908]) or multiparous (OR=0.809, 95%CI[0.0.681,0.962]), while in the three age groups of 25-29 years, 30-34 years and ≥35 years, pre-pregnancy overweight/obesity were associated with lower risk of gestational depressive phenotypes. However, analysis of the SCL-90 scale showed no statistical association between depressive symptom and BMI. No substantial interaction was observed between BMI and parity or age. Increased pre-pregnancy BMI may be associated with reduced risk of gestational depressive phenotypes in Chinese women. Independent studies are warranted to validate the findings of the present study.