Malaria during pregnancy has negative consequences to both the mother and fetus. In 2019, there were an estimated 33million pregnancies globally, of which 35% were exposed to malaria in Africa. To avert the consequences, the Uganda Ministry of Health is implementing approaches for effective prevention with intermittent preventive treatment, use Insecticide-Treated Nets (ITN), prompt diagnosis, and treatment through antenatal care (ANC). This study was conducted to determine the prevalence of malaria and associated factors among pregnant women attending their first ANC visit in Kole and Kyenjojo Districts in Uganda. A cross-sectional study design was conducted among 760 randomly selected pregnant women. Quantitative data was collected using a structured questionnaire to gather participants’ demographic, obstetric, coverage, and use of malaria preventive methods and laboratory results on malaria, anaemia, and HIV. Data was analyzed using STATA 15. Chi-square, odds ratio, and logistic regression were used to test for associations. The overall prevalence of malaria was 11.1%, varying from 6.8% in Kyenjojo to 15.3% in Kole District. Most cases were caused by P. falciparum. Factors associated with malaria were age of mother (aOR: 0.44, 95% CI: 0.21-0.88), residence in Kyenjojo (aOR: 0.48, 95% CI: 0.26-0.88), multiparity (aOR: 0.38, 95% CI: 0.16-0.91), anaemia (aOR: 2.12, 95% CI: 1.12-4.00) and ITN non-use (aOR: 6.17, 95% CI: 2.76-13.86). Malaria prevalence was low and varied between districts. Age, gravidity, gestational age, and ITN use had a significant association with malaria. Therefore, early screening and identification of mothers at most risk of complications during pregnancy is needed, plus improving ANC.