Effective management of labour pain is an essential aspect of care provided to women during childbirth. The aim of this study was to assess pregnant women’s knowledge of using non-pharmacological pain relief methods during childbirth. Methods: This quantitative descriptive cross-sectional study was conducted at four hospitals in the Tshwane District of South Africa. The sample consisted of 384 pregnant women. Results: The results show that (n = 200, 52.1%) pregnant women lack knowledge regarding non-pharmacological pain relief methods, while a minority (n = 101, 26.3%) had some knowledge, some (n = 73, 19%) were uncertain about these methods and others (n = 10, 2.6%) did not comment. Additionally, most respondents (n = 232, 60%) never received education about the various methods available to manage pain during labour at antenatal care, while others (n = 131, 34%) agreed that they received such education. A significant relationship between the level of education and knowledge about non-pharmacological pain relief methods was noted (p = 0.0082). In conclusion, respondents knew methods such as massage, breathing exercises, movements and birth positions. However, they lacked knowledge of birth companionship, acupuncture, transcutaneous electrical nerve stimulation (TENS), aromatherapy and music. The overall findings revealed that antenatal care services provided by midwives are not effectively preparing pregnant women for pain relief during childbirth.