Background: The uncertainty brought about by the novel coronavirus (Covid-19) disease threatens the mental well-being of pregnant women with stress and anxiety. Further, pregnancy is a period of mixed feelings, aggravated by hormonal imbalances. This study aimed to describe pregnant women’s prenatal anxiety, perceived stress, and coping behaviour. Method: The study (N=384) utilised a cross-sessional design. Respondents were recruited by consecutive sampling. Through online mode, a structured proforma was used to collect demographics. The “Beck Anxiety Inventory Scale” was used to measure the prenatal anxiety level. Perceived stress was examined by administering the “Perceived Stress Scale,” and the “Brief Cope Scale” was used to assess the coping behaviour among participants. The data were analysed to determine the level of Covid-19-related anxiety, perceived stress, and coping behaviour adopted by the participants. This was done by using SPSS software, IBM SPSS 20, and p<0.05level of significance. Results: The majority of pregnant women, 210(55%), showed moderate anxiety. Their anxieties were related to Covid-19. The commonly found anxiety symptoms among pregnant women in this study were wobbliness in the legs, a feeling of hotness, numbness or tingling, faint or light-headedness, and hot or cold sweats. There was a moderate positive correlation (r=0.566, significant at p<0.001) between perceived stress and prenatal anxiety. The Coefficient of Determination showed that 32% of prenatal anxiety was accounted for by the perceived stress of the mother. The mean perceived stress score was 16.88+6.218, with a range of 9, and the mean coping behaviour score was 57.99+20, with a range of 20. The degree of correlation between perceived stress and coping behaviour had a moderate positive correlation (r=0.444, significant at p<0.001level). Conclusions: The study demonstrated increased anxiety and perceived stress that was related to Covid-19 amongst pregnant women.