Objectives: The objectives of this study are to: (1) document prevalence of food insecurity among pregnant adolescents; (2) determine if food insecurity is associated with adverse birth outcomes (i.e., lower birth weight, earlier gestational age) among their newborns; and (3) examine whether depressive symptoms, anxiety, nutrition and/or weight gain mediate these associations. Methods: Pregnant adolescents (14-21 years old; N-881) in prenatal care at community hospitals and health centers in New York City completed a health and psychosocial survey during second and third trimesters of pregnancy. Birth weight and gestational age were recorded from medical records. Results: Over one-half of the adolescents reported food insecurity. Path analyses demonstrated that food insecurity was associated with lower birth weight and earlier gestational age. Depressive symptoms mediated these associations. Conclusions: Pregnant adolescents experience high rates of food insecurity. Those who were food insecure experienced more depressive symptoms, which in turn predicted adverse birth outcomes. Programs and policies should target these vulnerable children to stem the "multi-generational" effects of food insecurity.