Background: Adequate knowledge of malaria prevention among pregnant women is crucial for mitigating the associated risks. This study aimed to explore the various information sources on malaria preventive measures and assess their impact on the knowledge of malaria prevention among pregnant women in an urban district of Ghana. Methods: A cross-sectional study involving 300 pregnant women was conducted to evaluate their knowledge of malaria prevention. Chi-square tests were utilized to assess the relationships between these educational sources and levels of knowledge. To quantify the influence of each educational source on knowledge, logistic regression models were employed, providing adjusted odds ratios (AORs) with 95% confidence intervals (CIs). All analyses were conducted using Statistical Package for the Social Sciences (SPSS) version 20 and Microsoft Excel version 2026. Results: Overall, 88.7% of participants demonstrated adequate knowledge of malaria prevention. Education at health posts by trained workers was linked to higher knowledge (AOR = 7.82, 95% CI [1.26, 48.35], p = 0.027). In contrast, education from family or friends was associated with lower knowledge levels (AOR = 0.34, 95% CI [0.15, 0.76], p = 0.008). Media and written materials did not significantly affect knowledge levels (χ² (1, N = 300) = 0.44, p = 0.51). Conclusion: The findings highlight the pivotal role of health posts and health workers in enhancing malaria prevention knowledge among pregnant women. Strategies aimed at strengthening health facility-based education could significantly improve maternal health outcomes in malaria-endemic regions. Further research is recommended to explore effective approaches for augmenting education from family networks and media to complement health facility-based efforts.