Objective: The 2019 coronavirus disease (COVID-19) outbreak that began in China has turned into a pandemic that threatens global health, thereby prompting the concentration of studies and clinical routines on treating and preventing the disease. However, research on the psychological effects of the pandemic on the general population, particularly pregnant women, is lacking. Accordingly, the present study investigated the effects of the COVID-19 pandemic on depression and anxiety in pregnant women. Study design: An anonymous survey for assessing depression and anxiety in pregnant women was designed, after which a link to the online questionnaire was sent to the participants, who were being treated in a private medical center. One of the researchers followed up with the respondents, among whom 260 returned their questionnaires. Results: Among the respondents, 35.4% (n = 92, case group) obtained scores higher than 13 on the Edinburgh Postpartum Depression Scale (EPDS). The comparison of the groups by years of education indicated statistically significant effects of COVID-19 on psychology, social isolation, and mean scores in the Beck Depression Inventory (BDI) and Beck Anxiety Inventory (BAI). These effects were more severe in the case group than in the control group (psychology: 8.369 +/- 2.003, social isolation: 8.000 +/- 2.507, mean BDI and BAI scores: 20.565 +/- 6.605 and 22.087 +/- 8.689, respectively). A regression analysis revealed that the BDI scores and the disease's psychological effects, as well as the BAI scores and the illness's social isolation effects, exerted a statistically significant influence on the EPDS scores of the participants. Conclusion: This study illustrated the effects of the COVID-19 pandemic on the depression and anxiety levels of pregnant women. Our results point to an urgent need to provide psychosocial support to this population during the crisis. Otherwise, adverse events may occur during pregnancy and thus affect both mother and fetus.