Our aim was to assess the knowledge of pregnant women in terms of oral health and prevention, correlating it with socio-sanitary and educational factors, as well as self-care and oral health state referred. A total of 139 women from a Health Department in Comunidad Valenciana (Valencia, Spain) participated in the study. They underwent an auto-administered survey which included socio-economic and educational factors, self-care in terms of oral hygiene, referred oral health state, and general knowledge on prevention and oral health. Chi-squared test (χ2 test) and ANOVA (p < 0.05) were performed for the analysis. Variables significantly associated with general knowledge were included in a logistic regression analysis. Variables which explained general knowledge in terms of oral health were Spanish nationality (Exp B = 3.59 p = 0.017), secondary/bachelor or equivalent level of education (Exp B = 0.23 p = 0.010), medium or high level of self-care (Exp B = 0.146 p = 0.024 and Exp B = 0.208 p = 0.046, respectively), and medium or high knowledge on prevention (Exp B = 0.092 p = 0.003 and Exp B = 0.280 p = 0.017, respectively). Level of education, nationality, self-care, and knowledge on prevention and oral health were the factors that determined a greater level of general knowledge on oral health from the pregnant women.