COVID-19 and mental health during pregnancy: The importance of cognitive appraisal and social support

•Elevated rates of depression and anxiety in pregnancy during the COVID-19 pandemic.•Mental health is exacerbated by financial problems, social isolation, relationship difficulties, and risk of COVID-19 infection.•Social support and cognitive appraisal interact to buffer against mental health outcomes.•Additional support and services are needed for pregnant people during the pandemic. Pregnancy is a period of elevated risk for mental health difficulties, which are likely exacerbated by the COVID-19 pandemic. This study aims to understand the impact of COVID-19 on mental health and identify risk and protective factors during pregnancy. Participants were 303 pregnant individuals from Ontario, Canada. Depression, anxiety and insomnia were measured using validated questionnaires. COVID-related experiences (i.e., financial difficulties, relationship conflict, social isolation) were assessed in relation to mental health. Social support and cognitive appraisal of the pandemic were examined as protective factors. 57% of the sample reported clinically elevated depression, >30% reported elevated worries, and 19% reported elevated insomnia. Depression (t = 25.14, p < .0001) and anxiety (t = 17.21, p < .0001) levels were higher than non-COVID pregnant samples. Social isolation, financial trouble, relationship difficulties and threat of COVID-19 were associated with mental health. Social support (rrange −.24 to −.38, p