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Background Understanding consumers’ health information needs across all stages of the pregnancy trajectory is crucial to the development of mechanisms that allow them to retrieve high-quality, customized, and layperson-friendly health information. Objective The objective of this study was to identify research gaps in pregnancy-related consumer information needs and available information from different sources. Methods We conducted a systematic review of CINAHL, Cochrane, PubMed, and Web of Science for relevant articles that were published from 2009 to 2019. The quality of the included articles was assessed using the Critical Appraisal Skills Program. A descriptive data analysis was performed on these articles. Based on the review result, we developed the Pregnancy Information Needs Ontology (PINO) and made it publicly available in GitHub and BioPortal. Results A total of 33 articles from 9 countries met the inclusion criteria for this review, of which the majority were published no earlier than 2016. Most studies were either descriptive (9/33, 27%), interviews (7/33, 21%), or surveys/questionnaires (7/33, 21%); 20 articles mentioned consumers’ pregnancy-related information needs. Half (9/18, 50%) of the human-subject studies were conducted in the United States. More than a third (13/33, 39%) of all studies focused on during-pregnancy stage; only one study (1/33, 3%) was about all stages of pregnancy. The most frequent consumer information needs were related to labor delivery (9/20, 45%), medication in pregnancy (6/20, 30%), newborn care (5/20, 25%), and lab tests (6/20, 30%). The most frequently available source of information was the internet (15/24, 63%). PINO consists of 267 classes, 555 axioms, and 271 subclass relationships. Conclusions Only a few articles assessed the barriers to access to pregnancy-related information and the quality of each source of information; further work is needed. Future work is also needed to address the gaps between the information needed and the information available.