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We examined associations between weight gain (kg) per week of pregnancy and net weight gain per week of pregnancy (weight gain – birth weight/weeks of gestation at delivery) and preterm delivery in a population of 266,172 low-income women. Risk of preterm delivery was lowest among women with intermediate weight gain (0.35 to < 0.46 kg/week) and net weight gain (0.27 to < 0.37 kg/week). Both lower and higher weight gains and net weight gains per week were associated with an increased risk for preterm delivery. Associations, however, were not uniform across body mass index categories. Compared with women gaining 0.35 to < 0.46 kg/week, preterm risk differences (95% confidence limits) for women gaining < 0.10 kg/week were +9.5% (+6.5, +12.4) for underweight women, +6.7% (+5.6, +7.9) for average-weight women, +3.5% (+2.0, +4.9) for overweight women, and +0.4% (-0.4, +1.2) for obese women. The opposite pattern was observed with high weight gain. Preterm risk differences for weight gains >0.65 kg/week ranged from +0.8% (-0.7, +2.1) for underweight women, to +2.5% (+ 1.3, +3.9) for obese women. We also evaluated weight gain per week in the latter part of pregnancy (from week 14 to delivery). The same basic patterns were observed; however, variation in the associations across body mass index groups was not as marked.