With this research, we aimed to raise elements to enhance the understanding of alcohol consumption among pregnant women in Brazil. Fourteen women identified as alcohol consumers during pregnancy were interviewed. Alcohol consumption during pregnancy seemed to be associated with three groups of interconnected issues: subjective and individual issues (such as expectations, motivations, and women’s difficulty in identifying their own consumption as risky); sociocultural and environmental issues (such as alcohol cultural value, easy access, and influence from relatives, friends, and partners); misinformation, inconsistent opinions publicized through media and lack of technically addressing the subject during prenatal care. Collective and individual health educative actions seem necessary to decrease alcohol consumption among Brazilian women with similar sociocultural characteristics. Media campaigns and explicit information about negative alcohol effects, articulated with individualized actions, such as a systematic approach of this theme during prenatal care, could allow earlier and more appropriate identification and intervention of women at risk.