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To investigate the joint effect of maternal pre-pregnancy body mass index (BMI) and gestational weight gain (GWG) on children’s cognitive development. We recruited 1685 mother–child pairs from the Ma’anshan Birth Cohort in China. Pre-pregnancy BMI and GWG were calculated based on the height and weights measured at multiple antenatal checkups. Children’s cognition was assessed by Wechsler Preschool and Primary Scale of Intelligence-Fourth Edition. Poisson regression model was used to analyze the association between maternal pre-pregnancy BMI and children’s cognitive dimensions under different GWG categories. Women with overweight or obese before pregnancy were more likely to obtain excessive GWG. When women had excessive GWG, pre-pregnancy overweight was associated with low children’s PSI (<i>OR</i> = 1.69, <i>95%CI</i>: 1.02–2.81) and pre-pregnancy obesity was related to poor VCI in children (<i>OR</i> = 3.71, <i>95%CI</i>: 1.49–9.22), after adjusting for potential confounders. In pre-pregnancy underweight mothers, adequate GWG reduced the risk of below-average VSI in children (<i>OR</i> = 0.22, <i>95%CI</i>: 0.05–0.92), but excessive GWG was related to low FSIQ in children (<i>OR</i> = 2.53, <i>95%CI</i>: 1.34–4.76). In women with excessive GWG, maternal pre-pregnancy BMI displays an inverted U-shape association with children’s cognition. Moreover, adequate GWG in women with pre-pregnancy underweight was beneficial for children’s cognition.