Background Numerous studies highlight a common inadequacy among midwives in addressing sexuality and sexual health issues in pregnant women. These findings underscore the crucial need for sexual health education for midwives. Nevertheless, the specific training needs and preferences regarding sexual health education for pregnant women among midwives remain largely unexplored in existing literature. The aim of this study was to explore midwives’ training needs and preferences for providing sexual health education for pregnant women. Methods The research employed a mixed-methods, institution-based cross-sectional study design conducted from July to August 2021. Convenience sampling was applied for quantitative research, while purposive sampling was utilised for the qualitative component. Midwives from 19 hospitals in Guangdong Province were invited to participate in a questionnaire survey addressing training needs and preferences for sexual health education for pregnant women among midwives. Qualitative data analysis was performed using thematic analysis. Results A total of 462 midwives participated in the quantitative study, while 12 skilled midwives were involved in the qualitative component. A significant majority (82.5%) of midwives expressed a strong desire to engage in sexual health education. Online education emerged as the preferred mode of training among participants. Key areas of interest included reproductive health, sexual psychology, sex sociology, and education methods, underscoring a consistent demand for comprehensive sexual health education within the midwifery community. Conclusions Our study emphasises the pressing need for enhanced sexual health education for midwives and explores their preferences for future training.