Achieving optimal exclusive breastfeeding (EBF) remains a challenge. Because intention is a precursor of practice, we examined factors associated with EBF intention during pregnancy in two rural sub-districts of Kishoreganj district, Bangladesh. We studied 2,400 pregnant women in their third trimester (26-32 weeks gestation). We assessed knowledge (6 items, scale range 0-6), attitudes (15 items, scale range 15-75) and self-efficacy (6 items, scale range 6-30) by interview using a standardized questionnaire. 83.9 % of pregnant women reported EBF intention. Mean breastfeeding knowledge was 3.5 (SD 1.3), mean attitude was 55.8 (SD 8.1) and mean self-efficacy was 25.6 (SD 3.4). Knowledge was associated with EBF intention (OR 2.47, 95 % CI 1.74, 3.51), attitudes toward EBF (OR 1.68, 95 % CI 1.31, 2.16) and self-efficacy (OR 1.72, 95 % CI 1.23, 2.40) were independently associated with EBF intention in the model in which all three constructs were entered simultaneously. Receipt of breastfeeding counseling during pregnancy and being literate were each associated with EBF knowledge and EBF intention (all p < 0.05). Increasing maternal knowledge, positive attitudes, and self-efficacy regarding EBF were associated with prenatal EBF intention. These results reinforce the importance of appropriate counseling to increase EBF prevalence .