From the beginning of the Coronavirus Disease 2019 (COVID-19) pandemic, special attention has been paid to pregnant women and to monitoring comorbidities, such as gestational diabetes and hypertension, which could increase their risk of disease and death. The purpose of this review is to synthesize the available knowledge on the course of COVID-19 in pregnant women as well as the risk of maternal–fetal transmission. The study indicated that the course of COVID-19 is worse in pregnant women who are more often admitted to intensive care units or who require mechanical ventilation than nonpregnant women with COVID-19. Some symptoms, such as dyspnea and cough, were similar to those observed in nonpregnant women, but fever, headache, muscle aches, chills, and diarrhea were less frequent. A study revealed that premature delivery and cesarean section were more common in pregnant women diagnosed with COVID-19. In addition, recent studies confirm the possibility of intrauterine maternal–fetal transmission by positive genetic tests and the presence of IgM in newborns just after delivery; at the moment, the probability of transmission through mother’s milk is inconclusive. Considering all the above, a severe acute respiratory syndrome coronavirus-2 (SARS-CoV-2) infection is an important factor that threatens the health and life of both the mother and the fetus, but further studies are still needed.