Objective: The study was conducted to investigate the influence of initial hemoglobin (Hb) concentration of Sri Lankan pregnant mothers on baby’s birth weight and preterm delivery. Methods: For this retrospective study, 3867 primigravid pregnant women in Sri Lanka were followed till they deliver the baby. Sampling method was cluster sampling where all the pregnant mothers giving singleton birth in the selected 15 health division were followed for three years. Mothers’ initial Hb concentration, weight gain during the pregnancy and neonatal outcomes were assessed. Results: Severe iron deficiency anemia at the initial stage of pregnancy had 3.9 - 14.4 folder higher relative risk of low birth weight (LBW) and 3.0 - 8.1 folder higher relative risk of preterm delivery at 95% confidence interval. The minimum incidence of preterm delivery and maximum weight gain of mothers occurs in association with an initial Hb concentration of 105 - 125 g/L. Conclusion: The excess level of initial iron content at pregnancy does not contribute for any adverse effect on pregnancy outcome as like in the later part of pregnancy and therefore supplement of iron during the initial pregnancy for mothers can be carried out regardless of whether the mother is anemic.