Oxidative stress (OS) induced by SARS-CoV-2 infection may play an important role in COVID-19 complications. However, information on oxidative damage in pregnant women with COVID-19 is limited. Objective: We aimed to compare lipid and protein oxidative damage and total antioxidant capacity (TAC) between pregnant women with severe and non-severe COVID-19. Methods: We studied a consecutive prospective cohort of patients admitted to the obstetrics emergency department. All women positive for SARS-CoV-2 infection by reverse transcription-polymerase chain reaction (RT-qPCR) were included. Clinical data were collected and blood samples were obtained at hospital admission. Plasma OS markers, malondialdehyde (MDA), carbonylated proteins (CP), and TAC; angiogenic markers, fms-like tyrosine kinase-1 (sFlt-1) and placental growth factor (PlGF); and renin-angiotensin system (RAS) markers, angiotensin-converting enzyme 2 (ACE-2) and angiotensin-II (ANG-II) were measured. Correlation between OS, angiogenic, and RAS was evaluated. Results: In total, 57 pregnant women with COVID-19 were included, 17 (28.9%) of which had severe COVID-19; there were 3 (5.30%) maternal deaths. Pregnant women with severe COVID-19 had higher levels of carbonylated proteins (5782 pmol vs. 6651 pmol; p = 0.024) and total antioxidant capacity (40.1 pmol vs. 56.1 pmol; p = 0.001) than women with non-severe COVID-19. TAC was negatively correlated with ANG-II (p p p = 0.027). Conclusions: In pregnant women, severe COVID-19 is associated with an increase in protein oxidative damage and total antioxidant capacity as a possible counterregulatory mechanism.