We examined changes in obesity rates in two generations of Swedish women entering pregnancy, and assessed the effects of maternal body mass index (BMI) on the risk of overweight or obesity among adult daughters. This study covered an intergenerational retrospective cohort of 26,561 Swedish mothers and their 26,561 first-born daughters. There was a 4-fold increase in obesity rates, which rose from 3.1% among women entering pregnancy in 1982-1988 to 12.3% among their daughters in 2000-2008 (p < 0.0001) when entering pregnancy. The greater the maternal BMI, the greater the odds of overweight and/or obesity among daughters. Underweight mothers had half the odds of having an overweight or obese daughter in comparison to mothers of normal BMI (p < 0.0001). In contrast, the odds ratio of obese mothers having obese daughters was 3.94 (p < 0.0001). This study showed a strong association between maternal obesity and the risk of obesity among their first-born daughters. In addition, we observed a considerable increase in obesity rates across generations in mother-daughter pairs of Swedish women entering pregnancy. Thus, it is important to have preventative strategies in place to halt the worsening intergenerational cycle of obesity.