Well-being has been linked to the quality of diet and lifestyle in adults; however, there is a paucity of data in pregnancy. The aim of this study was to examine the relationship between well-being and socioeconomic status, diet and lifestyle during pregnancy and to consider the effect of intervention with low glycaemic index (GI) diet on well-being. This was a cohort analysis of 619 participants of the ROLO study (Randomised cOntrol trial of LOw GI diet versus no dietary intervention to prevent recurrence of fetal macrosomia). The following data were collected: educational attainment, dietary intakes (food frequency questionnaire), physical activity (self-reported) and well-being (WHO-5-Item Wellbeing Index--expressed as a percentage). Well-being was positively associated with education and physical activity. Third-level education was associated with a 3.07-point higher well-being percentage score, and each day that an individual achieved >30 min walking per week was associated with a 1.10-point increase in percentage well-being score, Radj(2) 2.4% (F=7.260, P=0.001). The intervention low GI group had a significantly lower percentage well-being score than the usual diet group (56.3% vs 59.9%, P=0.015). No correlation was noted between well-being and GI status calculated from food diaries (P=0.469). Well-being was not associated with micronutrient intake. Well-being in pregnancy was independently and positively associated with education and physical activity and negatively associated with low GI dietary intervention. These findings have significance not only for women at risk of low mood but also for healthcare professionals when counselling women about the importance of healthy lifestyle in pregnancy.