Background COVID-19(Corona Virus Disease 2019) outbreaks around the world and is highly infectious, which may cause people prone to anxiety and depression. Pregnant women, as a particular group, need more attention. The aim of this study is to investigate the mental health status of pregnant women during the outbreak of COVID-19, analyze factors affecting their mental health status, understand their cognition, behavioral responses and provide solution guidance for psychological problems. Methods Using a self-designed questionnaire, self-rated anxiety scale(SAS), self-rated depression scale (SDS), we conducted a web-based survey on 1160 pregnant women during the outbreak of COVID-19. Results Compared with general adults in some regions of China during the outbreak of COVID-19, the scores of SAS and SDS of pregnant women were both significantly higher (P<0.05). The results of multivariate regression analysis unveiled that age, levels of education, and duration of pregnancy were factors influencing pregnant women's psychological status. In terms of psychological problems, compared with pregnant women aged < 30 years old, the risk of psychological problems in pregnant women aged ≥ 30 years old was 0.646 times (95% CI:0.486-0.858). Besides, compared with women with a level of high school or below, those with a junior college degree or above had a poor mental health risk of 0.551 times (95%CI: 0.416-0.731). Compared with women in early pregnancy, women in middle pregnancy and in last pregnancy had a risk of 0.543 times (95% CI:0.398-0.739) and 0.636 times (95% CI: 0.466-0.867) in poor mental health.Conclusions During the outbreak of COVID-19, pregnant women are prone to anxiety or depression, highlighting the necessity of further attention to mental health. It is of great significance to provide on-time psychological counseling and intervention for pregnant women with poor mental health during the COVID-19 outbreak.