Both knowledge and attitude can play key roles in the prevention of novel COVID-19. This cross-sectional study was conducted on a statistical sample of pregnant women in southwestern Iran between March and April 2020 to evaluate their knowledge and attitude toward this condition. So, pregnant mothers registered in antenatal clinics affiliated to Shiraz University of Medical Sciences were called and asked to fill in a three-part online questionnaire including sociodemographic characteristics, obstetric/medical history, and knowledge/attitude toward COVID-19. P-values < 0.05 were considered statistically significant. The mean score of knowledge among 540 respondents was 34 (±4.1) out of 43. Also, 44.3% answered more than 80% of the items correctly. Higher knowledge scores were accordingly associated with marriage duration, area of residence, health insurance coverage, socioeconomic status (SES), and self-rated health status. However, a strong relationship was found between knowledge, SES, and health insurance coverage with reference to multivariate analysis results. Moreover, majority of the pregnant women and their households expressed their concern about using preventive measures against COVID-19. Although most respondents were moderately worried about becoming infected with COVID-19, 264 (48.9%) cases reported that they were very much anxious about their newborns being infected with COVID-19 and 388 (71.9%) individuals asserted that they were worried about their mortality due to this infection. Besides, most mothers maintained that they had some degrees of rumination, which could interfere with their routine daily chores. Hence, health policy-makers should pay much focus on educating pregnant mothers to help them prevent mental exhaustion.