(1) Background: The nutritional status of women during pregnancy can have a considerable effect on maternal and fetal health, and on the perinatal outcome. Aim: to assess the changes occurring in dietary iodine intake, potassium iodide supplementation, and smoking habit, and the impact of these changes on the urinary iodine concentration (UIC) during pregnancy in a population of women in Catalonia (Spain). (2) Methods: Between 2009–2011, an observational study included a cohort of women whose pregnancies were monitored in the public health system in the Central and North Metropolitan areas of Catalonia. Women received individual educational counseling, a dietary questionnaire was completed, and a urine sample was collected for iodine determination at each trimester visit. (3) Results: 633 (67.9%) women answered the questionnaire at all 3 visits. The percentage of women with a desirable UIC (≥150 μg/L) increased from the first to the second trimester and remained stable in the third (57.3%, 68.9%, 68%; p < 0.001). Analysis of the relationship between UIC≥150 μg/L and the women’s dietary habits showed that the percentage with UIC ≥150 μg/L increased with greater consumption of milk in the first trimester, and the same was true for iodized salt use in all three trimesters and iodine supplementation in all three. (4) Conclusion: During pregnancy, increased intake of milk, iodized salt, and iodine supplements were associated with an increase in the UIC.