Purpose To evaluate the anxiety and depression in pregnant women in China, and its influencing factors during the corona virus disease 2019 (COVID-19) pandemic. Methods From February 22 to February 27, a questionnaire survey was conducted on 156 pregnant women, including demographic characteristics, a self-rating anxiety scale (SAS), and a self-depression rating scale (SDS). Results A total of 13 non-homologous end-joining (8.3%, 13/156) patients were anxious, 79 patients (50.6%, 79/156) were depressed, and 13 patients (8.3%, 13/156) suffered from both anxiety and depression. The SAS score of pregnant women was 40.55 +/- 6.09, and the SDS score was 50.42 +/- 11.64. For the SAS score, only 8.3% of all patients (13/156) were in a light anxiety state. For the SDS score, 46.79% (73/156) of patients was normal, 23.72% of patients (37/156) showed mild depression, 22.44% (35/156) showed moderate depression, and 4.49% (7/156) showed severe depression. No significant changes were observed in SAS and SDS scores between patients from different regions within China, health state, gestational week, educational background, and living condition (P > 0.05). Moreover, no significant differences were observed between diagnosed/suspected patients and the normal control group (P > 0.05), and between pregnant women in Wuhan compared to other regions (P > 0.05). Conclusion During the COVID-19 epidemic, the anxiety level of pregnant women was the same as that before the epidemic, while the level of depression was significantly higher. Pregnant women who lived in Wuhan, the epicenter of the epidemic, were not more anxious or depressed compared to pregnant women in other regions during the COVID-19 epidemic. Furthermore, the mental health status of pregnant women with COVID-19 was not more severe.