Gestational weight gain prediction in expecting women is associated with multiple risks. Manageable interventions can be devised if the weight gain can be predicted as early as possible. However, training the model to predict such weight gain requires access to centrally stored privacy sensitive weight data. Federated learning can help mitigate this problem by sending local copies of trained models instead of raw data and aggregate them at the central server. In this paper, we present a privacy preserving federated learning approach where the participating users collaboratively learn and update the global model. Furthermore, we show that this model updation can be done incrementally without having the need to store the local updates eternally. Our proposed model achieves a mean absolute error of 4.455 kgs whilst preserving privacy against 2.572 kgs achieved in a centralised approach utilising individual training data until day 140.Clinical relevance- Privacy preserving training of machine learning algorithm for early gestational weight gain prediction with minor tradeoff to performance.