Research indicates that a woman’s lifestyle during pregnancy influences her child’s health and development. Therefore, women need to possess sufficient knowledge regarding the elements of a healthy lifestyle during pregnancy. To date, there has been little research on the assessment of lifestyle knowledge of pregnant women in the perinatal healthcare setting. This study describes the development and application of a knowledge-based questionnaire for pregnancy to be used in a lifestyle intervention trial conducted in Germany. Within the trial, pregnant women receive counselling on lifestyle topics. These topics are based on the German initiative ‘Healthy Start—Young Family Network’ (GiL), which provides evidence-based recommendations regarding diet and lifestyle before and during pregnancy. These serve as a basis for health professionals who provide counselling on healthy lifestyle choices during the antenatal period. The questionnaire consists of eight items, each of which can be answered using ‘Yes’, ‘No’ or ‘Don’t know’. The pregnant women who completed the questionnaire at baseline around the twelfth week of gestation were recruited within the host trial from gynaecological practices in Germany. Demographic variables and the respondents’ answers to the questionnaire were analysed using descriptive statistics and regression analyses. Descriptive statistics show that more than 85% of participants answered the majority of questions (n = 5) correctly. Questions on whether tap water is safe and the normal range for gestational weight gain (GWG) were answered correctly by about 62% and 74% of the women, respectively, and the question on whether it is beneficial to obtain information on breastfeeding at an early stage was answered correctly by about 29%. The results of the regression analyses indicate that age, gestational week, education and income are positive predictors for answering the questionnaire correctly. Nullipara and migration background are predictors for answering the questions incorrectly. This study indicates that there are gaps in women’s knowledge regarding lifestyle during pregnancy. Particular focus on certain topics, such as breastfeeding and normal GWG ranges, is still required during counselling. Our analysis shows that migration background is a predictor of insufficient knowledge and incorrect answers to the questions. Women with such backgrounds require special attention during antenatal counselling in order to cater to their needs and the gaps in their knowledge.