The Yangtze finless porpoises (YFP; Neophocaena asiaeorientalis a.) is an endemic and critically endangered species in China. Intensive captive breeding is essential for understanding the biology of critically endangered species, especially their pregnancy characteristics, knowledge of which is crucial for effective breeding management. Urine metabolomics can reveal metabolic differences, arising from physiological changes across pregnancy stages. Therefore, we used the urinary metabolomic technology, to explore urinary metabolite changes in pregnant YFPs. A total of 2281 metabolites were identified in all samples, which including organic acids and derivatives (24.45%), organoheterocyclic compounds (20.23%), benzenoids (18.05%), organic oxygen compounds (7.73%) and phenylpropanoids and polyketides (6.48%). There were 164, 387, and 522 metabolites demonstrating differential abundance during early pregnancy (EP), mid pregnancy (MP), and late pregnancy (LP), respectively, from the levels observed in nonpregnancy. The levels of pregnenolone (P5), 17α-hydroxyprogesterone (17-HOP), and tetrahydrocortisone (THE) were significantly higher during all pregnancy stages, indicating their important roles in fetal development. The differential metabolites between nonpregnancy and pregnancy were mainly associated with amino acid and carbohydrate metabolism. Moreover, metabolic activity varied across pregnancy stages; steroid hormone biosynthesis was predominant in EP, and amino acid biosynthesis and carbohydrate metabolism were predominant in MP and LP, respectively. Our results provide new insights into metabolic characteristics in the YFPs urine during pregnancy, and indicate that the differential levels of urine metabolites can determine pregnancy in YFPs, providing valuable information for the husbandry and management of pregnant YFPs in captivity.