Background: We conducted a nested randomised trial to evaluate the effect of an educational DVD, providing information about healthy food choices and exercise during pregnancy, on diet and physical activity, among pregnant women who were overweight or obese. Methods: We conducted a nested randomised trial within the context of the LIMIT randomised trial. Women were eligible with a singleton pregnancy between 10 and 20 weeks gestation, and body mass index at the time of their first antenatal appointment of ≥25 kg/m2. All women who were randomised to the Lifestyle Advice Group of the LIMIT trial received a series of consultations with both research dieticians and research assistants, in addition to standard written dietary and exercise materials (Standard Materials Group). Women randomised to the DVD Group received the same consultations and written materials, and additionally received an educational DVD (DVD Group). The primary study outcome was the Healthy Eating Index. Other study outcomes included physical activity, and gestational weight gain. Women completed a qualitative evaluation of all the materials provided. Results: 1,108 women in the LIMIT Lifestyle Advice Group participated in the nested trial, with 543 women randomised to the DVD Group, and 565 women to the Standard Materials Group. Women who received the DVD compared with those who did not, had a higher mean Healthy Eating Index at 36 weeks gestation (73.6 vs 72.3; adjusted mean difference 1.2; 95% CI 0.2 to 2.3; p = 0.02), but not at 28 weeks gestation (73.2 vs 73.5; adjusted mean difference -0.1; 95% CI -1.1 to 0.9; p = 0.82). There were no statistically significant differences in physical activity or total gestational weight gain. While most women evaluated the materials positively, frequency of utilisation was poor. Conclusions: Ongoing attention to the delivery of information is required, particularly with the increased use and availability of digital and multi-media interactive technologies.