Background:The COVID-19 pandemic is caused by a severe acute respiratory syndrome coronavirus which emerged in Wuhan. Recently this virus has rapidly spread throughout Ethiopia. The current preventive measure practices and knowledge have gaps. Therefore this study aimed to assess COVID-19 preventive measure practices and knowledge of pregnant women in Guraghe Zone hospitals. Methods and Materials: This cross-sectional study was conducted from July 27-August 27, 2020 among pregnant women in Guraghe zone hospitals. Systematic random sampling technique were employed to select 403 participants. Data were checked manually for completeness, cleaned, and stored in Epi Data and exported to SPSS for further analysis. Variables which have a P-value less than 0.25 on bivariate analysis were taken to multivariate analysis. A P-value of less than 0.05 and 95% confidence level was used as a cut-off point for presence of association in multivariate analysis. Results: COVID-19 preventive measure practice and knowledge of pregnant women visiting Guraghe Zone hospitals was 76.2% and 54.84%, respectively. Those aged 20-24 (AOR=1.22, 95% CI=1.15-22.24), 25-29 (AOR=1.32, 95% CI=1.20-20.25), and 30-34 (AOR=2.57, 95% CI-2.32-43.38) were more likely to practice COVID-19 preventive measures. Those residing in urban area (AOR=2.16, 95% CI=1.24-3.77) and perceiving that COVID-19 is worst for people with chronic disease (AOR=5.12, 95% CI=1.73-15.17) were more likely to practice COVID-19 preventive measures. Conclusion: COVID-19 preventive measure practices and knowledge were low. Age, residence, and perception of COVID-19 on chronic disease were independent factors associated with preventive measure practices. Pregnant women aged ≥35 need to be counseled on practices of preventing COVID-19 by their healthcare providers.