Background: The COVID-19 pandemic has had a great impact on pregnant women due to the broad clinical spectrum of the disease. The present study investigated the profile of three biomarkers during hospital admission of pregnant women—D-dimer, C-reactive protein (CRP), and ferritin—and their correlation with the severity and outcome of COVID-19. Methods: The cross-sectional study included 226 pregnant women hospitalized in the city of Belém, Pará, Northern Brazil, from April 2020 to July 2021. Epidemiological and laboratory data were obtained from medical records, and all pregnant women underwent RT-PCR molecular testing for the detection of SARS-CoV-2. Results: In total, 121 (53.5%) were positive and 105 (46.5%) were negative for SARS-CoV-2 using RT-PCR. Most pregnant women (49.5%) with COVID-19 were between 26 and 34 years old, were residing in the interior of the state of Pará (51.2%), and were in the third gestational trimester (71.9%). In addition, 71.1% of them were admitted to the ward and 28.9% were admitted to the intensive care unit (ICU), with 90.9% surviving COVID-19. The concentrations of D-dimer (p = 0.0122) and ferritin (p ≤ 0.0001) were significantly higher among pregnant women with COVID-19, especially among those hospitalized in the ICU. Conclusion: Ferritin and D-dimer seem to serve as important biomarkers for the prognosis of COVID-19 in pregnant women, which was not observed for CRP.