The COVID-19 pandemic affects society and may especially have an impact on mental health of vulnerable groups, such as perinatal women. This prospective cohort study compared perinatal symptoms of depression and stress during and before the pandemic. Pregnancy-specific stress increased significantly in women during the pandemic. We found no increase in depressive symptoms during pregnancy nor an increase in incidence of postnatal depression during the pandemic. Clinicians should be aware of increased stress in pregnant women and offer adequate care.