To investigate the prevalence of underweight, overweight and obesity as defined by pre-pregnancy body mass index (BMI) and the relationship between pre-pregnancy BMI and pregnancy and perinatal outcomes in women based on a retrospective cohort. Women registered via the Free Pre-pregnancy Health Check (FPHC) program from 2017 to 2019 in Hunan Province, China, were included to the study cohort. The data regarding maternal characteristics, pregnancy outcomes, and infant characteristics were retrieved from the surveillance system of the FPHC program. Logistic regressions were performed to calculate odds ratios (ORs) and adjusted odds ratios (AORs) with 95% confidence intervals (95% CIs) to assess the associations between pre-pregnancy BMIs and the outcomes. Among a total of 398,368 women, 54,238 (13.62%) were underweight (BMI < 18.5 kg/m2), 51,251 (12.87%) were overweight (24.0 kg/m2 ≤ BMI < 28.0 kg/m2), and 10,399 (2.61%) were obese (BMI ≥ 28.0 kg/m2). Underweight occurred more commonly in the 20–24 years old (17.98%), Han Chinese (13.89), college-educated (16.09%), rural (13.74%), and teacher/public servant/office clerk (16.09%) groups. Obesity occurred more often in the older than 35-year-old (4.48%), minority (3.64%), primary school or below (4.98%), urban (3.06%), and housewife (3.14%) groups (P < 0.001). Compared with the normal BMI group, underweight was associated with increased risk of low birth weight (LBW) (AOR = 1.25) and small-for-gestational age (SGA) (AOR = 1.11), but protected against gestational hypertensive disorder (GHD) (AOR = 0.85), gestational diabetes mellitus (GDM) (AOR = 0.69), macrosomia (AOR = 0.67), post-term pregnancy (AOR = 0.76), and cesarean-section (AOR = 0.81). Overweight and obesity were associated with increased risk of GHD (AOR = 1.28, 2.47), GDM (AOR = 1.63, 3.02), preterm birth (AOR = 1.18, 1.47), macrosomia (AOR = 1.51, 2.11), large-for-gestational age (LGA) (AOR = 1.19, 1.35), post-term pregnancy (AOR = 1.39, 1.66), and cesarean- section (AOR = 1.60, 2.05). Pre-pregnancy underweight is relatively common in Hunan Province, China. Pre-pregnancy underweight to some extent is associated with better maternal outcomes, but it has certain adverse effects on neonatal outcomes. Pre-pregnancy overweight, especially obesity, has a substantial adverse effect on pregnancy and perinatal outcomes.