Background The use of excessive caffeine and consumption of alcohol, cigarette, and khat during pregnancy can result in adverse health effects on the fetus. The World Health Organization (WHO) recommends a daily caffeine intake not exceeding 300 mg. Likewise, pregnant women are recommended to avoid alcohol, khat and tobacco use. However, the prevalence's of the use of substances among pregnant women were not well studied in developing countries such as Ethiopia. Therefore, the study aimed to estimate the prevalence of caffeine and alcohol consumption, khat chewing, and tobacco use during pregnancy and identify key factors associated with excess caffeine consumption. Methods We conducted a community based cross-sectional study and used a random sampling technique to recruit 352 pregnant women. We adapted a questionnaire from Caffeine Consumption Questionnaire-Revised (CCQ-R), Alcohol Use Disorder Identification Test (AUDIT), Global Adult Tobacco Survey (GATS), and Ethiopian Demographic Health Survey 2016 for caffeine, alcohol consumption, tobacco use, and khat chewing assessment, respectively. We conducted non-consecutive two days 24-hour recall to determine the habitual intake of caffeine from caffeinated beverages and foods. Prevalence with 95% confidence interval was estimated for excess caffeine intake per day, alcohol consumption, khat chewing, and passive tobacco smoking. We ran a multivariable binary logistic regression model to identify factors associated with excess caffeine intake. Results Almost all pregnant women (98.2%) consumed caffeine as estimated using the 2 days 24hour average. The median daily caffeine intake was 170.5 mg and ranged from 0.00 mg to 549.8 mg per day. In addition, 17.6% (95% CI: 13.9%, 22.0%) of them had a daily caffeine consumption of 300 mg and above exceeding the WHO recommended daily caffeine intake