The article is the review of research studies published in 2020 on anxiety, depression and stress of pregnant women during the COVID-19 pandemic. Results show that 35% to 69,6% pregnant women and newly mothers experience moderate-to-strong levels of anxiety, 18,2%-36,4% demonstrate clinically significant symptoms of depression, 10,3-16,7% have symptoms of PTSD. These numbers are twice higher than the prevalence of anxiety, depression and stress presented in pre-pandemic scientific literature. The most significant factor influencing the high levels of anxiety, stress and depression during the pandemic is the presence of these disorders before pregnancy. Other important factors are younger age, lower household income, lack of social support, and bigger family. Data on differences on anxiety, depression and stress between women in different trimesters and postpartum are contradictory.