Background Energy balance in the era of obesity, contributes to challenges in healthy weight maintenance. The study aims to determine the changes in energy intake and expenditure from the first to the third trimester of pregnancy in women from the Tlokwe Municipal area.Methods We followed a longitudinal observational design to measure healthy pregnant women in the first (9–12 weeks), second (20–22 weeks) and third trimester (28–32 weeks). A valitdated, semi-quantitative food frequency questionnaire determined energy and macronutrient intakes. Energy expenditure (EE) was calculated from resting energy expenditure, as measured by indirect calorimetry (FitMate®), whereas activity energy expenditure was measured by combining heart rate and accelerometry (ActiHeart®). Energy balance was calculated as the difference between energy expenditure and energy intake. A mixed-model analysis was performed to determine significant differences between energy expenditure and intake during pregnancy.Results Energy intake increased from the first (8841 ± 3456 kJ/day) to the second trimester (9134 ± 3046 kJ/day) and declined in the third trimester of pregnancy (8171 ± 3017 kJ/day). A negative energy balance was found during the first (-1374 ± 4548 kJ/day) and third trimesters (-1331 ± 3734 kJ/day), whereas a minor positive energy balance was observed in the second trimester (380 ± 14212 kJ/day). Resting energy expenditure showed significant differences between the second and third, as well as the first and third trimesters. Changes in activity energy expenditure throughout pregnancy showed practical significance between the first and third trimesters.Conclusions Energy intake and expenditure during pregnancy did not differ. The additional energy expenditure in the third trimester could be attributed to resting energy expenditure and a decrease in activity energy expenditure.