Improved understanding of the determinants of blood pressure (BP) changes during pregnancy is essential for decreasing the morbidity and mortality borne by women and their families worldwide. While most epidemiological studies consider associations based on categorical risk factor classifications, using measurements on a continuous scale has been advocated as a means of gaining richer insights into biological processes. We modelled the relationship during pregnancy of continuous systolic (S) and diastolic (D) BP distributions with gestational age and pre-pregnancy body mass index (BMI) using fractional polynomials. We used information, including antenatal BP values abstracted from medical records, from a prospective cohort of 1733 women recruited before 20 weeks' gestation. The percentiles for SBP and DBP changed over pregnancy, with DBP percentiles decreasing initially, followed by an increase starting about mid-second trimester. Modelling the joint impact of BMI and gestational age on mean BP indicated an increase in mean BP with increasing BMI that was attenuated at higher BMI levels, later in pregnancy. This attenuation persisted in a variety of sub-analyses which explored the possibility that it was caused by confounding or by influential groupings of subjects. Estimated longitudinal percentiles that characterise the BP distribution across gestation may facilitate evaluation of BP during pregnancy. BP patterns observed over pregnancy and, in particular, the attenuation of BP increases at high BMI, late in pregnancy, can provide insights towards elucidating the mechanisms that drive BP changes during pregnancy.