The aim of this study was to analyze stress and anxiety levels experienced by pregnant and post-partum women during the COVID-19 pandemic, as well as to indicate the social and medical factors that could contribute to stress and anxiety. A total of 210 patients were enrolled in the study. Two well-established test-tools were applied: State-Trait Anxiety Inventory (STAI) and Perceived Stress Scale (PSS-10). The study revealed that the levels of stress and anxiety experienced by the surveyed patients were moderate to high. We demonstrated that women with mental treatment history, those in the first trimester of pregnancy and the ones that are single or in an informal relationship tend to experience higher levels of psychological distress and anxiety. Such factors as age, education, parity, eventful obstetric history, comorbidities, and the number of hospital stays proved to be statistically insignificant in the analysis. Our findings could be used to identify patients at greater risk of experiencing adverse mental effects and to provide them with adequate psychological support. Further multi-center studies are warranted in order to draw final conclusions.