Post-partum weight retention is relatively common and increases the risk for future obesity. Women who are overweight or obese prior to pregnancy, or who gain excessively during pregnancy, are more likely to retain weight post-partum. Much of the existing research is limited by a single post-partum body-weight measure and therefore cannot distinguish post-partum weight retention from post-partum weight accrual. This study tested the hypothesis that early pregnancy body mass index (BMI) is positively associated with post-partum weight change, independent of gestational weight gain (GWG) and breastfeeding (BF) among African-American women, a demographic group with greater risk for obesity. Healthy African-American women (n = 32) were weighed at 2 weeks and 3 months post-partum to derive post-partum weight change. Data from prenatal care records were retrieved to calculate BMI at the first prenatal care visit and GWG. BF status at 2 weeks post-partum was self-reported. Early pregnancy BMI was positively associated with post-partum weight change (partial r = 0.53, P < 0.005), independent of GWG and BF status at 2 weeks post-partum. These results extend the literature by suggesting that the association between early pregnancy BMI and post-partum weight retention may be at least partially attributable to the accrual of new weight during the post-partum period. Future research in a larger and more diverse cohort is warranted and should explore potential mechanisms contributing to post-partum weight change.