INTRODUCTION. We aimed to investigate the prevalence of SARS-CoV-2 infection and SARS-CoV-2 antibodies in parturient women and their newborns during the first Danish COVID-19 wave and to identify associations with maternal background characteristics, self-reported symptoms, and pregnancy outcomes. METHODS. In a single-centre, prospective cohort study from Denmark, we invited 1,883 women with singleton pregnancies giving live birth from 25 May 2020 to 2 November 2020. Hereof, 953 (50.6%) women were included. Nasopharyngeal swabs, maternal and umbilical cord blood samples, and questionnaires were collected. Medical records were available for participants and non-participants. RESULTS. SARS-CoV-2 antibodies were found in 1.3% of the women. All newborns of seropositive women had SARS-CoV-2 antibodies in cord blood. No association was found between SARS-CoV-2 antibodies and pregnancy outcomes. Self-reported loss of smell correlated with seropositivity (p < 0.001). No women were hospitalised due to COVID-19 during pregnancy or had a positive nasopharyngeal swab intrapartum. CONCLUSIONS. The prevalence of COVID-19 in pregnancy was low during the first wave. Maternal SARS-CoV-2 antibodies were associated with antibodies in cord blood, loss of smell and positive SARS-CoV-2 swab during pregnancy, but not with any adverse pregnancy outcomes. FUNDING. Ferring Pharmaceuticals funded part of the study. TRIAL REGISTRATION. The study was approved by the Regional Committee on Health Research Ethics (H-20028002) and the Danish Data Protection Agency (P-2020-264).