There has been a scarcity of evidence about iodine nutrition knowledge among women during pregnancy and lactation. The aim of this study was to determine women's iodine knowledge and the relationship between knowledge and iodine status during pregnancy and lactation. Women were recruited from a hospital in the western part of China in the third trimester of pregnancy and followed until the end of the first week of lactation. The women's iodine status was measured by their urinary iodine concentration (UIC) and an iodine-specific, validated food frequency questionnaire (FFQ). Iodine nutrition knowledge was assessed using an iodine nutrition knowledge questionnaire. A total of 200 women (mean age of 29.0 ± 4.2 years) completed the whole study. The majority of the women did not consume enough iodine during both pregnancy and lactation (231.89 vs. 237.26 µg/day). The overall mean iodine knowledge scores in our sample of women during pregnancy and lactation were 4.77 and 4.87, indicating low iodine knowledge. The use of iodized salt and a higher education level were significantly associated with an increased iodine knowledge score. In conclusion, this study reported poor iodine nutrition knowledge in women, highlighting a public health concern. Therefore, the iodine knowledge of women should be improved, possibly via maternal health campaigns to avoid the consequences of iodine deficiency disorders in newborns.