Affective states play a role in dietary behaviors. Yet, little research has studied within-subjects associations between affect and diet during pregnancy. We examined the acute bidirectional relationships between affect and food intake and moderation by pre-pregnancy body mass index (BMI) in low-income, Hispanic pregnant women using ecological momentary assessment (EMA). Women (N = 57) completed four days of EMA during their first trimester. Women responded to five random prompts per day about their current affect and past two-hour food intake. Higher positive affect (PA) or lower negative affect (NA) predicted greater likelihood of fruit/vegetable consumption in the next two hours in women with lower pre-pregnancy BMI and lower likelihood in women with higher pre-pregnancy BMI. Higher PA predicted less likelihood of fast food consumption in the next two hours in women with lower pre-pregnancy BMI and slightly higher likelihood in women with higher pre-pregnancy BMI. Women with lower pre-pregnancy BMI had higher PA when they reported consuming chips/fries in the past two hours, and women with higher pre-pregnancy BMI had lower PA when they reported consumption of chips/fries in the past two hours. Results showed differential relationships between affect and food intake as a function of pre-pregnancy BMI.