Psychological distress during pregnancy can have adverse effects on both maternal and fetal wellbeing. It is a well-known fact that it increases risk of preterm deliveries and low birth weight babies. The objective of this study is to determine the psychological responses of pregnant women towards the COVID-19 outbreak, by assessing the degree of stress, anxiety, and depression among these pregnant women. This study is a cross-sectional study, utilizing a five-part questionnaire exploring patients’ sociodemographic background, level of knowledge and psychological impact of the COVID-19 pandemic utilizing the Depression Anxiety Stress Scale (DASS-21). In addition, the study also aims to evaluate the rate of vaccination among pregnant women attending antenatal care in our center. Respondents are recruited from the Antenatal Clinic, Patient Assessment Center (PAC), and maternity wards of the University Malaya Medical Center, Malaysia. The result shows that the percentage of pregnant mothers with significant psychological distress is low at 1%, further scrutiny showed that the level of anxiety as a result of the COVID-19 pandemic is substantial, whereby half of them reported an abnormal score, 5.4 % and 7.9 % of them reported to be having severe and extremely severe levels of anxiety respectively. Risk factors for anxiety include higher education level, being a first time mothers and having significant complications in the current pregnancy. Good stress management, family support and vaccination may have resulted in a lower degree of stress among pregnant women; however the level of anxiety is significantly higher. The result should help maternity care providers to strategize and implement appropriate screening and interventions to prevent significant deterioration in maternal mental health which subsequently could translate into poor pregnancy and fetal related outcomes.