A quarter of white Scottish mothers-to-be smoked while pregnant, compared with around 15% of white mothers of other nationalities living in Scotland.
Indian, Pakistani and Chinese mothers living in Scotland had the lowest rates of smoking during pregnancy at less than 7%.
White Scottish women also have the highest rates of premature births of all white mothers in Scotland and are least likely to breastfeed their babies, researchers said.
The University of Edinburgh team hope their findings will help them understand why overall health and risks of disease differs between various ethnic groups in Scotland.
Census and health data on mothers around the country was looked at during the study, comparing pregnancy outcomes by ethnic group.
The findings are only partly explained by differences in social status, such as level of education, the team said.
Professor Raj Bhopal, from the Centre for Population Health Sciences at the university, said: "Scotland has one of the poorest health records in Europe.
"It is vital that we take steps to reduce smoking during pregnancy and improve social circumstances for all Scottish mothers if we are to redress this imbalance."
The study, published in the European Journal of Public Health, revealed premature births were more common in white Scottish mothers than most other ethnic groups. However, Pakistani mothers had the highest rate of early delivery, with around one in 12 babies born before the due date.
The research also found that babies born to white Scottish women had lower birth weights than those born to white women of other backgrounds.
But overall, babies born to mothers from minority ethnic groups had the lowest birth weights despite women making healthier lifestyle choices during and after pregnancy, researchers said.
The team said the findings are important because low birth weight can be an indicator of poor health in later life and understanding the factors that contribute to differences in birth weights could help explain why some diseases are more common among certain ethnic groups.