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Objective: To compare mental distress and COVID‐19‐related family environment changes among pregnant women before and during the pandemic. Methods: In a survey‐based study in Lishui City, Zhejiang, China, pregnant women were recruited before (March–December, 2019; n = 2657) and during (January–August, 2020; n = 689) the COVID‐19 pandemic. They completed the Symptom Check List‐90 Revised (SCL90‐R) questionnaire and Pittsburgh Sleep Quality Index (PSQI), and were asked about their families via the Family Environment Scale (FES). Results: Higher SCL90‐R scores of somatization (P = 0.003), depression (P = 0.043), anxiety (P = 0.041), hostility (P = 0.009), and others (P = 0.025) were reported by women during the COVID‐19 pandemic. Sleep disorder also occurred more frequently among pregnant women during the pandemic (P = 0.002). Social environmental characteristics of families showed impaired family cohesion, and increased levels of conflict and independence during the pandemic (all P < 0.05). The FES score for family cohesion was negatively related with obsessive–compulsive, depression, anxiety, and hostility symptoms, whereas that for conflict was positively related with these symptoms (all P < 0.001). Conclusion: The mental health, sleep, and family environment of pregnant women was impaired during the COVID‐19 pandemic. Potential protective factors including increased social support might help to mitigate long‐lasting negative consequences. The mental health and sleep of pregnant women was impaired during the COVID‐19 pandemic, and they experienced more stressful family events over the crisis. [ABSTRACT FROM AUTHOR]