Background: The COVID-19 pandemic has affected many countries around the world and Iran was no exception. The aim of this study was to evaluate health anxiety of Iranian pregnant women during the COVID-19 pandemic. Methods: In this cross-sectional study, 300 pregnant women in different trimesters (n = 100 in each trimester) were recruited. A demographic questionnaire and the Health Anxiety Questionnaire were used to collect data. Scores of < 27, 27–34 and more than 35 were defined as low, moderate and high health anxiety, respectively. Due to nationwide restrictions, data were collected through social media groups. Chi-square tests, ANOVA and multiple linear regression were used to analyze the data. Results: Mean (SD) total anxiety scores were 22.3 ± 9.5, 24.6 ± 9.3 and 25.4 ± http://10.6 in the first, second and third trimesters of pregnancy, respectively. 9, 13 and 21% of women had severe anxiety in the first, second and third trimesters of pregnancy, respectively. Women in the third trimester had significantly higher health anxiety scores than those in the first trimester (p = 0.045). Conclusion: At the time of the COVID-19 pandemic, women in the second and third trimesters of pregnancy were more worried about consequences of disease, but total health anxiety scores were significantly higher among women in the third trimester of pregnancy. Health care providers should pay more attention to the mental health of pregnant women in times of crises such as the COVID-19 pandemic.