The aim of the study was to determine Covid-19 anxiety, obsession, perception of risk and self-care agency levels of pregnant women during the pandemic and investigate the association between Covid-19 anxiety, obsession, perception of risk and self-care agency levels and the fears of death and losing their baby in the pregnant women. The study was a cross-sectional and descriptive study. Five hundred thirty-eight pregnant women were included in the study. "COVID-19 Anxiety Scale," "COVID-19 Obsession Scale," "Risk Perception in Pregnancy Scale," and "The Exercise of Self-Care Agency Scale" were used to collect data of the study. In this study, the total Cronbach's alpha reliability coefficients of the COVID-19 Anxiety Scale, COVID-19 Obsession Scale, The Perception of Pregnancy Risk Questionnaire, The Exercise of Self-Care Agency Scale were found to be 0.73, 0.70, 0.86 and 0.95 respectively. Statistical analysis of data in the study was conducted using SPSS (22.0, IBM Corp. Armonk, NY) statistical program. Statistically significant differences were identified between the mean score from COVID-19 anxiety scale and the mean scores from COVID-19 obsession scale, the perception of pregnancy risk questionnaire and the exercise of self-care agency scale. These results suggest that education and health policies that focus on the health of pregnant women and their fetus should be developed for antenatal care services.