Household air pollution (HAP) due to solid fuel use during pregnancy is associated with adverse birth outcomes. The real-life effectiveness of clean cooking interventions has been disappointing overall yet variable, but the sociodemographic determinants are not well described. We measured personal 24-h PM2.5 (particulate matter <2.5 µm in aerodynamic diameter) thrice in pregnant women (n = 218) gravimetrically with Teflon filter, impactor, and personal pump setups. To estimate the effectiveness of owning chimney and liquefied petroleum gas (LPG) stoves (i.e., proportion of PM2.5 exposure that would be prevented) and to predict subject-specific typical exposures, we used linear mixed-effects models with log (PM2.5) as dependent variable and random intercept for subject. Median (IQR) personal PM2.5 in µg/m3 was 148 (90–249) for open fire, 78 (51–125) for chimney stove, and 55 (34–79) for LPG stoves. Adjusted effectiveness of LPG stoves was greater in women with ≥6 years of education (49% (95% CI: 34, 60)) versus <6 years (26% (95% CI: 5, 42)). In contrast, chimney stove adjusted effectiveness was greater in women with <6 years of education (50% (95% CI: 38, 60)), rural residence (46% (95% CI: 34, 55)) and lowest SES (socio-economic status) quartile (59% (95% CI: 45, 70)) than ≥6 years education (16% (95% CI: 22, 43)), urban (23% (95% CI: −164, 42)) and highest SES quartile (−44% (95% CI: −183, 27)), respectively. A minority of LPG stove owners (12%) and no chimney owner had typical exposure below World Health Organization Air Quality guidelines (35 μg/m3). Although having a cleaner stove alone typically does not lower exposure enough to protect health, understanding sociodemographic determinants of effectiveness may lead to better targeting, implementation, and adoption of interventions.