Background Epidural analgesia (EPA) is an effective anesthetic technique to overcome pain during labor. This study aimed to evaluate the current awareness of EPA among pregnant women. Methods We carried out a cross-sectional study using a questionnaire to measure awareness about EPA among pregnant women visiting the obstetrics and gynaecology clinic in King Abdulaziz Medical City in Jeddah. Following the results, a group of women was selected and educated by trained medical students. Results This study comprised 105 women. We found that 25 (23.8%) respondents revealed a complete lack of knowledge regarding EPA, 63 (60%) showed minimal awareness, and 17 (16.2%) were aware of EPA from various sources. The gravidity and history of EPA administration were significantly associated with knowledge. Multigravida women and those who had received EPA showed higher level of knowledge (p=0.048 and p < 0.001, respectively). In addition, there was a significant association between the level of education and request for EPA (p=0.027). Forty-one participants were enrolled in an educational program that explained the importance of EPA. Twenty (48.8%) women decided to undergo EPA during delivery; however, 7 (17.7%) refused and 14 (34.1%) were not sure about their decision. Conclusion This study revealed a lack of awareness about EPA among pregnant women. Educational programs were effective as many participants chose EPA following the educational session as a form of pain relief during labor. We recommend the implementation of routine education on EPA in vaginal delivery during antenatal visits for all pregnant women.