ABSTRACT OBJECTIVE To assess the perceptions of pregnant women about COVID-19 and the prevalence of common mental disorders during the implemented social distancing period. METHODS This was an observational, cross-sectional study using digital media, of pregnant women exposed to social distancing due to the COVID-19 pandemic, in Fortaleza, Ceará, Northeastern Brazil. Common mental disorders were estimated using the modified Self-Report Questionnaire-20 (SRQ-20) scale, and the feelings towards COVID-19 were assessed using the Fear of COVID-19 scale through telephone calls made in May 2020. COX multivariate regression models were used to verify the associations. RESULTS Of the 1,041 pregnant women, 45.7% (95%CI: 42.7-48.8) had common mental disorders (CMD). All items of the Fear of COVID-19 Scale showed a significant association with the prevalence of CMD (p < 0.001). A CMD risk gradient was observed, going from a prevalence ratio of 1.52 (95%CI: 1.13-2.04) in pregnant women with two positive items to 2.70 (95%CI: 2.08-3.51) for those with four positive items. Early gestational age and the lack of prenatal care were also associated with CMD. CONCLUSIONS The prevalence of common mental disorders in pregnant women was high during the period of social distancing and was aggravated by negative feelings towards COVID-19.