Both inadequate and excessive gestational weight gain (GWG) have been shown to increase the risk of adverse pregnancy outcomes, but the risk profiles of GWG rate are unclear. We aimed to examine the associations between GWG rate in the second/third trimester and a spectrum of pregnancy outcomes. This study consisted of 14 219 Chinese rural nulliparous women who participated in a randomised controlled trial of prenatal micronutrient supplementation during 2006–2009. The outcomes included stillbirth, neonatal and infant death, preterm birth, macrosomia, low birth weight (LBW) and large and small for gestational age (LGA and SGA, respectively). GWG rate was divided into quintiles within each BMI category. Compared with women in the middle quintile, those in the lowest quintile had higher risks of neonatal death (adjusted OR 2·27; 95 % CI 1·03, 5·02), infant death (adjusted OR 1·85; 95 % CI 1·02, 3·37) and early preterm birth (adjusted OR 2·33; 95 % CI 1·13, 4·77), while those in the highest quintile had higher risks of overall preterm birth (adjusted OR 1·28; 95 % CI 1·04, 1·59), late preterm birth (adjusted OR 1·25; 95 % CI 1·00, 1·56), LBW (adjusted OR 1·48; 95 % CI 1·02, 2·15), macrosomia (adjusted OR 1·89; 95 % CI 1·46, 2·45) and LGA (adjusted OR 1·56; 95 % CI 1·31, 1·85). In conclusion, very low and very high GWG rates in the second/third trimester appear to be associated with adverse pregnancy outcomes in Chinese nulliparous women, indicating that an appropriate GWG rate during pregnancy is necessary for neonatal health.