Blood pressure (BP) tracks from childhood to adulthood, and early BP trajectories predict cardiovascular disease risk later in life. Excess postnatal weight gain is associated with vascular changes early in life. However, to what extent it is associated with children’s BP is largely unknown. In 853 healthy 5-year-old children of the Wheezing-Illnesses-Study-Leidsche-Rijn (WHISTLER) birth cohort, systolic (SBP) and diastolic BP (DBP) were measured, and z scores of individual weight gain rates adjusted for length gain rates were calculated using at least two weight and length measurements from birth until 3 months of age. Linear regression analyses were conducted to investigate the association between weight gain rates adjusted for length gain rates and BP adjusted for sex and ethnicity. Each standard deviation increase in weight gain rates adjusted for length gain rates was associated with 0.9 mmHg (95% CI 0.3, 1.5) higher sitting SBP after adjustment for confounders. Particularly in children in the lowest birth size decile, high excess weight gain was associated with higher sitting SBP values compared to children with low weight gain rates adjusted for length gain rates. BMI and visceral adipose tissue partly explained the association between excess weight gain and sitting SBP (β 0.5 mmHg, 95% CI −0.3, 1.3). Weight gain rates adjusted for length gain rates were not associated with supine SBP or DBP. Children with excess weight gain, properly adjusted for length gain, in the first three months of life, particularly those with a small birth size, showed higher sitting systolic BP at the age of 5 years.