Sustained fear during pregnancy has the potential to increase psychological distress and obstetric risk. This study aimed to (1) identify factors and characteristics associated with fear of COVID-19, (2) investigate the relationship between fear of COVID-19 and maternal anxiety and depression, and (3) determine the relationship between fear of COVID-19 and pregnancy outcomes.9251 pregnant Canadians were recruited between April - December 2020. Participants self-reported (scale of 0-100) the degree of threat they perceived from the SARS-CoV-2 virus in relation to themselves and their unborn baby.Mean fear scores indicated moderate to elevated concern. In multivariable linear regression, fear of COVID-19 was associated with food insecurity, ethnicity, geographic location, history of anxiety prior to pregnancy, having a chronic health condition, pre-pregnancy BMI, parity, and stage of pregnancy at study enrollment. Higher COVID-19 fear was associated with increased odds of depression, adjusted odds ratio (aOR) = 1.75, p < 0.001, 95% CI 1.66-1.85, and anxiety, aOR=2.04, p < 0.001, 95% CI 1.94-2.15). Furthermore, fear of COVID-19 was associated with a 192-gram reduction in infant birthweight, and a 6.1-day reduction in gestational age at birth.The sample has higher education compared to the Canadian population and cannot test causal effects.This study suggests that sociodemographic, health, and obstetric factors may contribute to increased fear of COVID-19 and associated adverse psychological and pregnancy outcomes.