Aim This study aimed to assess COVID-19 (coronavirus disease 2019)-related attitude and risk perception among pregnant women attending antenatal care, and the associated factors, at public health facilities of the East Gojjam Zone, Ethiopia. Subjects and methods A multi-center cross-sectional study was conducted, from December 1–30, 2020. A total of 847 pregnant women were included in the study using a simple random sampling technique. To collect the data, we used an interviewer-administered questionnaire. Bi-variable and multi-variable logistic regression analyses were used to identify factors associated with pregnancy-related anxiety. A p -value of < 0.05 with a 95% confidence level was used to declare statistical significance. Results The magnitude of COVID-19-related positive attitude and high-level risk perception among pregnant women was 51.12% and 37.2% respectively. Having adequate knowledge [AOR: 2.09, 95% CI = (1.49–2.95)], ≥ 3 ANC visits [AOR: 1.43, 95% CI = 1.0–1.98], and a low level of risk perception [AOR: 6.27, 95% CI = (4.42–8.89)] were factors associated with a positive attitude of pregnant women with regard to the COVID-19 pandemic. Being urban residents [AOR: 2.24, 95% CI: 1.6–3.10], having wanted pregnancy [AOR: 3.35, 95% CI: 1.18–9.49], having a negative attitude [AOR: 6.21, 95% CI: 4.43–8.70], and a complicated pregnancy [AOR: 1.67, 95% CI: 1.02–-2.75] were factors significantly associated with risk perception of pregnant women with regard to the COVID-19 pandemic. Conclusions Despite its high fatality, COVID-19 pandemic-related attitude and risk perception among pregnant women were low. As a result, health caregivers and other concerned bodies should consider interventions to improve pregnant women's risk perception and attitude during antenatal care and through various community information platforms. Supplementary Information The online version contains supplementary material available at 10.1007/s10389-022-01797-x.