Excess adiposity in infancy may predispose individuals to obesity later in life. The literature on determinants of adiposity in infants is equivocal. In this longitudinal cohort study, we investigated pre-pregnancy, prenatal and postnatal determinants of different adiposity indices in infants, i.e., fat mass (FM), percent FM (%FM), fat mass index (FMI) and log-log index (FM/FFMp), from birth to 6 months, using linear mixed-effects regression. Body composition was measured in 322, 174 and 109 infants at birth and 3 and 6 months afterwards, respectively, utilising air displacement plethysmography. Positive associations were observed between gestation length and infant FM, maternal self-reported pre-pregnancy body mass index and infant %FM, and parity and infant %FM and FMI at birth. Surprisingly, maternal intake of iron supplements during pregnancy was associated with infant FM, %FM and FMI at 3 months and FM/FFMp at 6 months. Male infant sex and formula feeding were negatively associated with all adiposity indices at 6 months. In conclusion, pre-pregnancy and pregnancy factors influence adiposity during early life, and any unfavourable impacts may be modulated postnatally via infant feeding practices. Moreover, as these associations are dependent on the adiposity indices used, it is crucial that researchers use conceptually and statistically robust approaches such as FM/FFMp.