During pregnancy, women tend to improve their lifestyle habits and refine their dietary intake. Quite often, however, these dietary improvements take an unhealthy turn, with orthorexia nervosa (ON) practices being apparent. The aim of the present pilot cross-sectional study was to assess the prevalence of ON tendencies and the incidence of pica and record diet practices in a sample of pregnant women. A total of 157 pregnant women were recruited through private practice gynecologists during the first months of 2021. Nutrition-related practices were recorded, orthorexic tendencies were assessed using the translated and culturally adapted Greek version of the ORTO-15 questionnaire, pica practices were evaluated with a binary question and nausea and emesis during pregnancy (NVP) was evaluated using the translated modified Pregnancy—Unique Quantification of Emesis and Nausea (mPUQE). Only two women reported pica tendencies, with ice and snow being the consumed items. The majority (61.1%) of women reported improving their diet since conception was achieved. Folic acid and iron oral nutrient supplements (ONS) were reportedly consumed by the majority of participants (87.9% and 72.6%, respectively) and 9.6% reported using herbal medicine products. The ORTO-15 score was reduced with tertiary education attainment, ART conception, being in the third trimester of pregnancy, consumption of folic acid and MV supplements and was only increased among women who were at their first pregnancy. The majority of participants experienced severe NVP and the remaining experienced moderate NVP. NVP was associated with lower hemoglobin levels, lack of supplementary iron intake, avoidance of gluten-containing foods, as well as with increased gestational weight gain. The results highlight the need to screen pregnant women for disturbed eating behaviors and nutrition-related problems, in order to ensure a healthy pregnancy outcome.