There are many unknowns for pregnant women during the coronavirus disease 2019 (COVID-19) pandemic. Clinical experience of pregnancies complicated with infection by other coronaviruses e.g., Severe Acute Respiratory Syndrome (SARS) and Middle Eastern Respiratory Syndrome, has led to pregnant woman being considered potentially vulnerable to severe SARS-CoV-2 infection. Physiological changes during pregnancy have a significant impact on the immune system, respiratory system, cardiovascular function, and coagulation. These may have positive or negative effects on COVID-19 disease progression. The impact of SARS-CoV-2 in pregnancy remains to be determined, and a concerted, global effort is required to determine the effects on implantation, fetal growth and development, labor, and neonatal health. Asymptomatic infection presents a further challenge regarding service provision, prevention, and management. Besides the direct impacts of the disease, a plethora of indirect consequences of the pandemic adversely affect maternal health, including reduced access to reproductive health services, increased mental health strain, and increased socioeconomic deprivation. In this review, we explore the current knowledge of COVID-19 in pregnancy and highlight areas for further research to minimize its impact for women and their children.