Self‐weighing is important for weight management in general populations; however its role in optimising gestational weight gain is less clear. Our randomised trial in early pregnancy found regular self‐weighing when combined with a self‐management intervention, optimised weight gain at 28 weeks gestation (5.66 ± 2.6 kg vs 7.03 ± 3.56 kg, P = 0.02) and reduced postpartum weight retention (−0.57 ± 3.94 kg vs 1.48 ± 5.49 kg, P < 0.05) compared with control participants. Results highlight the importance of self‐monitoring strategies during pregnancy.