Emerging global infections, such as coronavirus disease (COVID-19), pose serious public health threats, especially for vulnerable groups, including pregnant women. Knowledge about the disease, attitudes toward disease prevention, and preventative practices can help curb the spread of disease and limit mortality as well. To determine knowledge, attitudes, and practices (KAP) among a cohort of Saudi women who were either pregnant during the pandemic or pregnant at the time of data collection. A cross-sectional, prospective observational study using data collected via an online self-reported questionnaire was carried out between February 3 and March 14, 2021. The questionnaire ascertained the levels of knowledge, attitude, and practice of pregnant women. An ANOVA and t-test were used to determine significant associations between levels of KAP and sociodemographic variables. The average knowledge score was 10.4 ± 2.85 out of 19 (54.7%); for attitudes, the average score was 3.4 ± 1.61 out of 5 (68%); and for practices, the average score was 5.9 ± 1.21 out of 7 (84.2%). Higher educational status and healthcare as a profession were significantly associated with improved KAP scores among pregnant women. Participants from the Western region of Saudi Arabia were heavily represented in our study. Pregnant women, especially those subgroups with low KAP scores, should be provided with adequate and updated information regarding COVID-19. This can help prevent the spread of disease and increase their knowledge, especially regarding breastfeeding practices during infection.