Pregnant women have been considered a high-risk group for SARS-CoV-2 infection; the impact of the disease on the health of a mother and her child is still being studied. The emotional impact of the pandemic on pregnant women has been extensively studied. Emotional distress is proposed as a perspective to explain the emotional manifestations in women during this stage as something common rather than pathological. The objective of this study was to explore the emotional experience of women who tested positive for SARS-CoV-2 towards the end of their pregnancy, during the first and second waves of COVID-19 in Mexico. A qualitative study was carried out: 18 pregnant women with COVID-19 were interviewed. A thematic analysis of the data was performed, resulting in 3 main themes and 14 subthemes. The COVID-19-infected mothers-to-be experienced mild to moderate emotional distress. It was more intense for those with comorbidities. This distress was aggravated during obstetrical complications and comorbidities, as well as during COVID-19 and postpartum. The emotional distress was appeased by both the perception of medical care and social support. The emotional distress of pregnant women with COVID-19 requires emotional support to reduce its impact.