Pregnancy is a time of profound upheaval of the self, when in addition to undergoing dramatic physical changes to accommodate a developing foetus, significant cognitive and social transformations occur in preparation for birth and parenthood. So far, research into cognitive constructions of the self have been either infant-centric or psychopathology-focused, so our understanding of the healthy, changing self in pregnancy remains relatively poor. This online experiment uses online questionnaires and two cognitive tasks to investigate how constructs relating to the mental self-model, including body representation, self-concept clarity, sense of agency, general self-efficacy and self-attribute learning differ between first-time pregnant (n = 100) and never-been pregnant (n = 102) women. Results indicate that first time pregnancy is associated with significantly higher sense of body agency, body visibility, and body estrangement. Poorer accuracy for newly-learned associations was also observed in the pregnant group. Whilst a typical self-processing bias was observed in both groups as expected, an intentional binding effect was absent. Notably, post-hoc exploratory analyses provide initial evidence for trimester effects, with decisively higher self-reported sense of negative agency in the first and third trimesters compared to the never-pregnant group. Further, body agency and self-efficacy were higher in the second trimester group compared to the never-pregnant group, suggesting a period of relative recovery and consolidation of the new self. Taken together, our results suggest that aspects of self-representation and agency undergo significant shifts over the course of pregnancy, and provide multiple exciting avenues for future research.