While pregnant women are already at-risk for developing symptoms of anxiety and depression, this is heightened during the COVID-19 pandemic. We compared anxiety and depression symptoms, as indicators of psychological distress, before and during COVID-19, and investigated the role of partner, social network and healthcare support on COVID-19-related worries and consequently on psychological distress. A national survey, conducted during the first lockdown in The Netherlands, assessed COVID-19 experiences and psychological distress (N = 1421), whereas a comparison sample (N = 1439) was screened for psychological distress in 2017–2018. During COVID-19, the percentage of mothers scoring above the questionnaires’ clinical cut-offs doubled for depression (6% and 12%) and anxiety (24% and 52%). Women reported increased partner support during COVID-19, compared to pre-pandemic, but decreased social and healthcare support. Higher support resulted in lower COVID-19-related worries, which in turn contributed to less psychological distress. Results suggest that a global pandemic exerts a heavy toll on pregnant women’s mental health. Psychological distress was substantially higher during the pandemic than the pre-pandemic years. We identified a protective role of partner, social, and healthcare support, with important implications for the current and future crisis management. Whether increased psychological distress is transient or persistent, and whether and how it affects the future generation remains to be determined.