Here, we discussed a 22-year-old pregnant woman (gestational age: 32 weeks) infected with COVID-19 who presented with fever (39.1°C) and respiratory symptoms. Thoracic computed tomography could not be obtained due to pregnancy. PCR testing was positive. The patient was treated with supportive care and anti-viral and anti-inflammatory agents; however, general health status deteriorated and patient was admitted to intensive care unit on day 3. After admission to COVID-19 ICU, clinical picture was rapidly worsened with development of respiratory failure and acute respiratory distress syndrome (ARDS). Thus, "extracorporeal cytokine hemoadsorption" (CytoSorb®, Cytosorbents Corporation, Monmouth Junction, NJ, USA) was planned and performed with regular intervals in order to remove inflammatory cytokines from circulation and to relieve systemic inflammatory response. The fever response and CRP elevation were controlled by hemoadsorption and cytokine filter performed in alternate days. On day 7 of ICU admission, it was decided to terminate pregnancy due to worsening hypoxemia and a healthy, premature infant was born. On day 2 after cesarean section, the patient was intubated and mechanical ventilation support was initiated. However, the patient showed an increasingly complicated clinical course and died on day 22 after ICU admission. It is seen that COVID-19 positivity carries an important risk for both mother and fetus, particularly in those at advanced stages of gestation, by physiological changes in the mother during pregnancy. We believe that, in the treatment of COVID-19 and its complications during pregnancy, cytokine filter treatment can give time to patient for hemodynamic and metabolic stabilization.