Covid-19 is a virus that attacks the respiratory system and has spread globally with more than 39 million positive cases; hence, several countries have quarantined. This pandemic has impacted on the physical and mental health. Furthermore, pregnant women are at high risk during an infectious disease outbreak, with a fatality rate of 25% for Covid-19 cases, hence, the concerns related to the growth and development of neonates. The results of previous studies showed that pregnant women experience psychological changes in the form of anxiety and depression during the pandemic. Therefore, the purpose of this study was to provide relaxation training to reduce anxiety due to the Covid-19 pandemic. The experimental study design was used, where there were two groups, namely experimental and control with measurements of pre-test, post-test and follow-up. Furthermore, the sample included 20 pregnant women in the third trimester and the measuring instrument used was the State-Trait Anxiety Inventory (STAI) with 20 items. The relaxation training was given in stages with four meetings, and the results showed that it reduced anxiety due to the pandemic in the third trimester of pregnant women (p = 0.004).