Background: - Under nutrition during pregnancy is one of major public health challenges but poorly handled that put pregnant women at the increased risk of maternal morbidity, mortality and poor perinatal outcomes. Despite its known serious effects on health, there is very little research based evidence on this vital public health problem in Sidama Zone in general and in Malga district of Southern Ethiopia in particular. Therefore, this study was aimed to assess the magnitude and associated factors of under nutrition among pregnant women in Malga district, Sidama zone, Southern Ethiopia. Methods Facility based cross-sectional study was conducted from January 15 to February 30, 2018, using systematic random sampling techniques among 361 pregnant women who attended antenatal care at government health institutions of Malga district. Well-structured and interviewer administered questionnaire was used to collect data. Bivariate and multivariate logistic regressions on SPSS version 20 software packages were used to identify predictor of under nutrition with 95% statistical significance and variables with p value less than 0.05 were considered as statistically significant. Result. Prevalence of under nutrition among antenatal care attendant pregnant women of Malga district was 20.78%. Low dietary diversity score of mothers (AOR = 2.868; 95% CI 1.192- 6.904), family size greater than or equal to 5 (AOR = 4.511; 95% CI 1.734-11.736) and husband control over household income (AOR = 4.785; 95% CI 1.980-11.566) were found to be independent predictors of under nutrition during pregnancy. Conclusion Under nutrition is found to be a public health problem in the study area. Low dietary diversity score of mothers, family size greater than or equal to five and husband control over household income were found to be risk factors for under nutrition in pregnancy. Recommendation Awareness creation on diversified diet, birth spacing, use of family planning services and empowering women to control family income.