Purpose: This study aimed to explore the psychological cognitive factors of weight management during pregnancy based on protective motivation theory (PMT). Design: Cross-sectional study. Setting: Participants were recruited at the Maternal and Child Health Hospital of Changzhou City, Jiangsu Province, China. Sample: A sample of 533 pregnant women was enrolled in the study. Measures: Measures was a self-design questionnaire, comprising of demographics, cognition of weight management during pregnancy, and weight management behavior during pregnancy. Analysis: Structural equation modeling was used to examine the weight management's cognitive factors, path relationships, and the influence of maternal characteristics. Results: Self-efficacy cognition could promote gestational weight management behavior (b =.22, P <.001), but response cost cognition hindered gestational weight management (b = −.21, P <.001). Parity moderated pregnant women's self-efficacy cognition (diff b =.24, P <.01), where the self-efficacy of nullipara promoted weight management behaviors, but the self-efficacy of multipara had no significant effect. Also, the response cost factors stably existed in primipara and multipara groups, with multipara, being positively affected by response efficacy (b =.15, P <.05). Conclusion: Findings highlight the need for psychological and cognitive interventions. Intervention strategies that focus on enabling women to correctly understand response cost and make an active response, improve self-efficacy cognition especially among primipara, and strengthening multipara's response efficacy among pregnant are required. [ABSTRACT FROM AUTHOR]