Objectives: Maternal pre-pregnancy weight is known to affect foetal development. However, it has not yet been clarified if gestational weight gain is associated with childhood behavioural development. Methods: We performed a pooled analysis of two prospective birth cohorts to investigate the association between gestational weight gain and childhood problem behaviours, and the effect modification of maternal pre-pregnancy BMI. In total, 378 mother–child pairs from the Maastricht Essential Fatty Acids Birth cohort (MEFAB) and 414 pairs from the Rhea Mother–Child cohort were followed up from early pregnancy to 6–7 years post-partum. At follow up, parents assessed their children's behaviour, measured as total problems, internalizing and externalizing behaviours, with the Child Behaviour Checklist. We computed cohort- and subject-specific gestational weight gain trajectories using mixed-effect linear regression models. Fractional polynomial regressions, stratified by maternal pre-pregnancy BMI status, were then used to examine the association between gestational weight gain and childhood problem behaviours. Results: In the pre-pregnancy overweight/obese group, greater gestational weight gain was associated with higher problem behaviours. On average, children of women with overweight/obesity who gained 0.5 kg/week scored 25 points higher (on a 0–100 scale) in total problems and internalizing behaviours, and about 18 points higher in externalizing behaviours than children whose mothers gained 0.2 kg/week. Inconsistent results were found in the pre-pregnancy normal weight group. Conclusions for Practice: Excessive gestational weight gain in women with pre-pregnancy overweight/obesity might increase problem behaviours in school-age children. Particular attention should be granted to avoid excessive weight gain in women with a pre-pregnancy overweight or obesity.