Adrenal insufficiency (AI) in pregnancy is relatively rare, but it is associated with significant maternal and fetal morbidity and mortality if untreated during gestation or in the puerperium. Hence, timely diagnosis and decisive treatment by the clinician are critical. However, due to pregnancy-induced metabolic and endocrine changes and the resemblance of symptomatology of AI to those of pregnancy, the diagnosis is often difficult to recognize and challenging to confirm. Normal pregnancy is a state of glucocorticoid excess particularly in the latter stages, and normative values for serum cortisol levels are not well-established. Furthermore, testing the hypothalamic-pituitary-adrenal axis using validated stimulation tests during pregnancy are lacking. Therefore, it is the aim of the present review to discuss and to summarize the current knowledge, focussing on the challenges in recognizing AI in pregnancy and interpreting the diagnostic tests, and to propose a clinical approach for optimizing the management of AI in women diagnosed before or during pregnancy.