Background Pregnant women are a high-risk population for mental health effects during a pandemic. Objective This study aims to examine the association of perceived risk toward COVID-19 viral infection acquisition and maternal mental distress. Methods In a cross-sectional study, a total of 392 pregnant women were recruited. Data gathered using the perceived stress scale, State-Trait anxiety inventory, Beck depression inventory, and protective behaviour were assessed. Linear regression analysis was applied in both unadjusted and adjusted models to assess the association between the exposure and outcome variables. Results In all five unadjusted and adjusted models, the perceived risk of COVID-19 acquisition remained a highly significant predictor for stress, anxiety factor 1 and 2, depression, and protective behaviours (P<0.001). Conclusion COVID-19 may be an important additional stress source for pregnant women.