To examine the associations of sociodemographic, lifestyle, and clinical factors with cardiometabolic risk and each of its components during pregnancy in a pregnant population from Catalonia (Spain). A prospective cohort study of 265 healthy pregnant women (39 ± 5 years) in the first and third-trimesters. Sociodemographic, obstetric, anthropometric, lifestyle and dietary variables were collected, and blood samples were taken. The following cardiometabolic risk markers were evaluated: BMI, blood pressure, glucose, insulin, HOMA-IR, triglycerides, LDL, and HDL-cholesterol. From these, a cluster cardiometabolic risk (CCR)-z score was created by summating all z-scores (except insulin and DBP) computed for each risk factor. Data were analyzed using bivariate analysis and multivariable linear regression. In the multivariable models, the first-trimester CCRs was positively associated with overweight/obesity status (β: 3.54, 95%CI: 2.73, 4.36) but inversely related to the level of education (β: −1.04, 95%CI: −1.94, 0.14) and physical activity (PA) (β: −1.21, 95%CI: −2.24, −0.17). The association between overweight/obesity and CCR (β:1.91, 95%CI: 1.01, 2.82) persisted into the third-trimester, whereas insufficient GWG (β: −1.14, 95%CI: −1.98, −0.30) and higher social class (β: −2.28, 95%CI: −3.42, −1.13) were significantly associated with a lower CCRs. Starting pregnancy with normal weight, higher socioeconomic and educational levels, being a non-smoker, non-consumer of alcohol, and PA were protective factors against cardiovascular risk during pregnancy.