Background Several studies have been published on the topic of COVID-19 and pregnancy over recent months. However, few studies have evaluated the impact of this pandemic on maternal mental health, particularly in low-resource settings. Aim To determine the prevalence and predictors of COVID-19-related depression, anxiety and stress symptoms among pregnant women. Methods This was a cross-sectional study that involved 456 pregnant women attending prenatal care at Abakaliki, Nigeria, during the COVID-19 lockdown. These patients were screened for psychological morbidities using the Depression Anxiety and Stress Scale-21 (DASS-21). Results Severe and extremely severe depression were reported in 7.2% (n=33) and 6.4% (n=29) of participants, respectively. Analysis also revealed that 3.3% (n=15) and 7.7% (n=35) of women had severe and extremely severe anxiety, respectively. In total, 23% (n=105) of the participating women had severe stress while 16.7% (n=76) reported extremely severe stress. Multiparity (2-4) and occupation, such as trading and farming, were predictors of depression whereas grand-multiparity, urban residence, and trading, were identified as predictors of anxiety and stress. Conclusion Symptoms of depression, anxiety and stress were relatively common among pregnant women during the COVID-19 lockdown in Abakaliki, Nigeria. There is a clear need to integrate screening for depression, anxiety and stress, in existing antenatal care programs so as to identify and prevent long-term adverse psychological outcomes related to the COVID-19 pandemic.