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Introduction Population‐based studies about the consequences of SARS‐CoV‐2 infection (COVID‐19) in pregnancy are few and have limited generalizability to the Nordic population and healthcare systems. Material and methods This study examines pregnant women with COVID‐19 in the five Nordic countries. Pregnant women were included if they were admitted to hospital between 1 March and 30 June 2020 and had a positive SARS‐CoV‐2 PCR test ≤14 days prior to admission. Cause of admission was classified as obstetric or COVID‐19‐related. Results In the study areas, 214 pregnant women with a positive test were admitted to hospital, of which 56 women required hospital care due to COVID‐19. The risk of admission due to COVID‐19 was 0.4/1000 deliveries in Denmark, Finland and Norway, and 3.8/1000 deliveries in the Swedish regions. Women hospitalized because of COVID‐19 were more frequently obese (p < 0.001) and had a migrant background (p < 0.001) compared with the total population of women who delivered in 2018. Twelve women (21.4%) needed intensive care. Among the 56 women admitted due to COVID‐19, 48 women delivered 51 infants. Preterm delivery (n = 12, 25%, p < 0.001) and cesarean delivery (n = 21, 43.8%, p < 0.001) were more frequent in women with COVID‐19 compared with women who delivered in 2018. No maternal deaths, stillbirths or neonatal deaths were reported. Conclusions The risk of admission due to COVID‐19 disease in pregnancy was low in the Nordic countries. A fifth of the women required intensive care and we observed higher rates of preterm and cesarean deliveries. National public health policies appear to have had an impact on the risk of admission due to severe COVID‐19 disease in pregnancy. Nordic collaboration is important in collecting robust data and assessing rare outcomes.