Data on lifestyle risk factors for cardiovascular diseases, such as smoking, alcohol consumption, inadequate physical activity, and insufficient consumption of fruits and vegetables, in pregnant women in Africa, are scarce. This study aimed to estimate the prevalence of cardiovascular lifestyle risk factors among pregnant women in Burkina Faso and identify their associated factors. Pregnant women who attended antenatal care services between December 2018 and March 2019 were included in this study. A modified Poisson regression model was used to estimate adjusted prevalence ratios (aPR) with a 95% confidence interval. A total of 1027 pregnant women participated in this study. The prevalence of alcohol consumption, tobacco use, inadequate physical activity, and insufficient consumption of fruits and vegetables were 10.2% [8.5–12.2], 3.0% [2.1–4.3], 79.4% [76.9–81.8], and 53.5% [50.5–56.6], respectively. The prevalence of more than one cardiovascular lifestyle risk factor in pregnant women was 50.9% [48.0–54.0]. The predictors significantly associated with more than one cardiovascular lifestyle risk factor were women over 30 years old aPR 1.26; 95% CI [1.03–1.53]), women living in fourth wealth index households (aPR 1.23; 95% CI [1.06–1.42]), in semi-urban areas (aPR 5.46; 95% CI [4.34–6.88]), and women with no occupation (aPR 1.31; 95% CI [1.18–1.44]). The prevalence of more than one cardiovascular lifestyle risk factor was high during pregnancy in Burkina Faso. Women of childbearing age should be advised on how healthy behaviors can lead to improved pregnancy outcomes.