OBJECTIVE To review the immunological aspects of the 2019 coronavirus disease (COVID-19) in pregnancy, based on the scientific evidence currently available. METHODS An integrative review was performed by two independent researchers, based on the literature available in the MEDLINE (via PubMed) and LILACS databases, using the descriptors "pregnancy" and "COVID-19". This search included articles published up until 14th April 2020 published in English, Spanish or Portuguese. After reading the articles available in their entirety, those related specifically to the immunological aspects of the disease in pregnancy were selected. We initially found a total of 62 articles; 52 were accessed in full-text, and 5 were finally selected. RESULTS Pregnant women are more affected by respiratory diseases possibly because of physiological, immune, and anatomical changes. Some studies highlight the important shift to a T-helper lymphocyte type 2 (Th2) immune response in pregnancy, as a potential contributor to the severity in cases of COVID-19. Additionally, the cytokine storm present in severe cases leads to an increased inflammatory state, which may deteriorate the clinical prognosis in this population. Therefore, pregnant women may represent a vulnerable group to COVID-19 infection, primarily due to the immune imbalance in the maternal-fetal interface. CONCLUSION Maternal immune response probably plays an important role in the pathophysiology of this infection, although some details remain unsolved. Although further studies are needed to deeply investigate the immunological aspects of the disease in pregnancy, our findings may provide insights into the possible immune mechanisms involved in the pathophysiology of COVID-19 in pregnancy.