Pregnant women were enrolled from two hospitals and a Traditional Birth Home (TBH) in Abeokuta, Nigeria and monitored monthly for malaria parasites from the first antenatal visit until delivery. A total of 466 pregnant women were recruited for the study. The prevalence of malaria was 57.4%, and was higher among women in the TBH. The prevalence of malaria in the first, second and third trimesters of pregnancy were 37.5%, 47.3% and 47.5% respectively. At the time of the first antenatal visit 35.6% of the women were already parasitaemic, with a high frequency observed among primigravids. The prevalence recorded in the ninth month of pregnancy (35.7%) was not statistically different from that recorded at first antenatal visit (P>0.05). The need to improve the quality of care, malaria prevention and treatment given to pregnant women especially receiving antenatal care outside the hospital is recommended.