Dame Sally Davies, who is calling for obesity in women to a "national priority", said being overweight can affect the outcomes of any pregnancy and the health of their children such as the risk of type 2 diabetes.
She said, according to PA: "It is never too late to take action for a healthier lifestyle - for you and your family."
The issues around women and pregnancy were presented as part of a wider report on women's health - The Health Of The 51%: Women - which found more than half of women aged 34 to 44 were classified as obese.
Dame Sally Davies said women should be "empowered" to live healthier lives for the sake of their children and grandchildren.
Dame Davies said she also wanted to "break the taboo" over health problems women might encounter during or after pregnancy, such as post-natal incontinence.
She said: "Women are often reluctant to seek help for common disabling conditions. This needs to end - women should never suffer in silence."
Jane Brewin, chief executive at baby charity Tommy’s welcomed the call from the CMO to make obesity a priority, especially with pregnant women.
She told HuffPost UK Parents: "Maternal obesity in pregnancy has huge implications in pregnancy and birth for mother and baby as well as adverse long term risks for the child.
"It brings an increased risk of major pregnancy complications, including miscarriage, preterm birth and stillbirth.
"The Tommy’s pregnancy research centre and metabolic clinic in Edinburgh, educates women about obesity in pregnancy.
"Obese pregnant women attending the Tommy’s metabolic clinic have been shown to be eight times less likely to have a stillbirth than women with a similar BMI who do not attend.
"We need to make sure women are equipped with the right diet and lifestyle advice to live healthy lives before, during and after pregnancy."
Cathy Warwick, chief executive of the Royal College of Midwives (RCM), said she is pleased to see the CMO arguing about the critical importance of getting advice, support and care right in pregnancy.
She told HuffPost UK Parents: "I think the report is reiterating what is very commonly said to pregnant women, but not necessarily widely understood.
"The reality is, women don't want to lose weight while pregnant. All women should be advised about the importance of healthy eating and nutrition in pregnancy because they think putting on weight is an inevitable consequence, but it's not."
Warwick said one of the issues is that there is not enough education for women before they get pregnant about what they should expect in pregnancy.
She added: "Women find their antenatal appointments are very rushed. Giving high quality advice takes time.
"We need to resource time to give these incredibly important messages to women. A lot of women report they never see the same midwife twice, but it's easier to give good advice if you are seeing the same midwife throughout a pregnancy."
Warwick said pregnant women seeking advice should firstly go to their midwife, who might be able to refer them to experts in that field.