Introduction: The coronavirus disease 2019 (COVID-19) is an infectious disease of the respiratory tract caused by SARS-CoV-2. Since its emergence, there have been increased rates of transmission and spread, morbidity and mortality which led to the development of COVID-19 vaccines to address the pandemic. This study assessed acceptance, knowledge, attitude, and perceived risks regarding COVID-19 vaccines among pregnant women attending antenatal care at two First-Level Hospitals in Lusaka, Zambia. Materials and Methods: This was a cross-sectional study that was conducted among 241 pregnant women using a questionnaire from August 2023 to October 2023 in two First-Level Hospitals in Lusaka district, Zambia. The collected data were analyzed using IBM Statistical Package for Social Sciences (SPSS) version 22.0. Statistical analysis was performed using a Chi-square test. The statistical significance was set at a 95% confidence level. Results: Of the 241 participants, 107 (42.7%) were aged between 24 and 34 years. Overall, 64.3% accepted the COVID-19 vaccines, of which 122 (50.6%) were already vaccinated. Further, 203 (84.6%) of the pregnant women had good knowledge, and 199 (82.6%) had positive attitudes towards COVID-19 vaccines. However, 58.5% thought COVID-19 vaccines were not safe and could cause infertility. Alongside this, 70.1% thought that COVID-19 vaccines were harmful during pregnancy. Having good knowledge of COVID-19 vaccines was associated with age (p = 0.049), education status (p = 0.001), and employment status (p = 0.001