The coronavirus disease 2019 (COVID-19) pandemic has affected millions of people across the globe. Previous coronavirus outbreaks led to worsened symptoms amongst pregnant women, suggesting that pregnant women are at greater risk. Our aim is to investigate the differences in clinical presentation, management, and prognosis of COVID-19 infection in pregnant and non-pregnant women. We ran a search on electronic databases and analysis of the relevant articles was done using Revie Manager 5.4. The review consists of nine studies comprising 591,058 women (28,797 pregnant and 562,261 non-pregnant), with most of the data derived from two large studies. The risk of experiencing fever (RR: 0.74; 95% CI: 0.64–0.85), headache (RR: 0.77; 95% CI: 0.74–0.79), myalgia (RR: 0.92; 95% CI: 0.89–0.95), diarrhea (RR: 0.40, 95% CI: 0.39–0.43), chest tightness (RR: 0.86; 95% CI: 0.77–0.95), and expectoration (RR: 0.45; 95% CI: 0.21–0.97) were greater amongst non-pregnant COVID-19-infected women. Pregnant women with COVID-19 were less likely to be obese (RR: 0.68; 95% CI: 0.63–0.73) or have a smoking history (RR: 0.32; 95% CI: 0.26–0.39). COVID-19-infected non-pregnant women had a higher frequency of comorbidity such as chronic cardiac disease (RR: 0.58; 95% CI: 0.44–0.77), renal disease (RR: 0.45; 95% CI: 0.29–0.71), and malignancy (RR: 0.82; 95% CI: 0.68–0.98), compared to COVID-19-infected pregnant women. The risk of ICU admission (RR: 2.26; 95% CI: 1.68–3.05) and requirement of invasive mechanical ventilation (RR: 2.68; 95% CI: 2.07–3.47) were significantly higher amongst pregnant women. Although the frequency of risk factors and the risk of experiencing clinical symptoms of COVID-19 were higher among non-pregnant women, COVID-19-infected pregnant women had a higher requirement of ICU admission and invasive mechanical ventilation compared to non-pregnant COVID-19-infected women. More well-conducted studies from varying contexts are needed to draw conclusions. CRD42020204638.