Due to the physiological changes of the cardiovascular system and respiratory system in pregnancy, pregnant women are vulnerable to pathogen infection and severe pneumonia. With the increasing incidence of COVID-19 pneumonia, its influence on pregnant women and neonates has attracted more attention. In this review, we collected all relevant articles published in English from September 1, 2019 to June 10, 2021, regarding the epidemiology, clinical presentations, chemical examinations, imaging findings, the timing of delivery and delivery mode, maternal and neonatal complications, medication, and vertical transmission of COVID-19 in pregnancy. It has been reported that compared with nonpregnant females, pregnant women with COVID-19 are more likely to develop into severe type. In particular, the risk of entering the intensive care unit and endotracheal intubation was higher. Chest computed tomography and blood routine examination are useful for the diagnosis of COVID-19 in a short period of time. COVID-19 pneumonia is not an independent indication for terminating the pregnancy, and it is not contraindicated for vaginal delivery. Compared to normal pregnant females, patients with COVID-19 showed an elevated susceptibility of preterm delivery. Multidisciplinary consultation was suggested in the treatment policy of COVID-19 in pregnancy. Currently, there is no evaluation on the safety, efficacy, and immunity of the approved vaccines for mothers and infants. In human placental tissues, the COVID-19 virus has been found by different detection methods. The mechanism by which the virus enters the placental tissue is unclear, which may be related to placental inflammation. The long-term prognosis of pregnant women with COVID-19 remains unclear and requires further detailed investigation.