Get latest articles and stories on Health at LatestLY. Constantly being locked in for weeks, without seeing one s friends and family, with the fear of catching a deadly virus, naturally has a negative impact on anyone s mind, and especially, pregnant women. A new study by the University of Essex has revealed that the COVID-19 pandemic caused a spike in depression and anxiety in expectant mums. Health News | Pregnant Women Faced More Depression and Anxiety During COVID-19 Pandemic: Study.