Objectives The outbreak of COVID-19 affects both physical and mental health of pregnant women. This study focuses on their psychological status, and analyzes the main factors affecting their emotions of pregnant women so as to provide guidance for psychological counseling and social intervention during epidemics. Methods Multiple researchers distributed a questionnaire online via the Internet. Pregnant women volunteered, and the questionnaire was automatically collected in the background. Results The 298 valid questionnaires recovered showed that 82 cases of pregnant women were in states of anxiety, accounting for 27.51%, of which 78.05% were mild (82 cases), 19.51% were moderate (16 cases), and 2.44% were severe (2 cases). Moreover, 31.21% of pregnant women were in states of depression (93 cases), of which 52.69% were mild (49 cases), 40.86% were moderate (38 cases), and 6.45% were severe (6 cases). The risk factors for states of anxiety or depression were fear of fetal malformation or genetic disease, history of adverse pregnancy, can’t do routine prenatal examination, and insufficient support and care from husbands and families. Besides, 16 cases had sought psychological help during the epidemic, among whom 62.50% (10 cases) experienced anxiety, 68.75% (11 cases) had depression. Conclusions During the outbreak of COVID-19, obstetricians may take use of the Internet, based on the advantages in epidemic prevention, controlling health education, and popularizing science. In addition, husbands and family members should provide greater care for pregnant women, to protect their mental health during public health incidents.