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Background The COVID-19 pandemic and countermeasures implemented by governments around the world have led to dramatically increased symptoms of depression and anxiety. Pregnant individuals may be particularly vulnerable to the negative psychological effects of COVID-19 public health measures because they represent a demographic that is most affected by disasters and because pregnancy itself entails significant life changes that require major psychosocial and emotional adjustments. Objective The PdP study was designed to investigate the associations among exposure to objective hardship caused by the pandemic, perceived stress and psychological distress in pregnant individuals, and developmental outcomes in their offspring. Methods The PdP study comprises a prospective longitudinal cohort of individuals who were pregnant at enrollment, with repeated follow-ups during pregnancy and the postpartum period. Participants were eligible if they were pregnant, ≥17 years old, at ≤35 weeks of gestation at study enrollment, living in Canada, and able to read and write in English or French. At enrollment, participants completed an initial survey that assessed demographic and socioeconomic characteristics, previous pregnancies and births, prepregnancy health, health conditions during pregnancy, medications, psychological distress, social support, and hardships experienced because of the COVID-19 pandemic (eg, lost employment or a loved one dying). For the first three months following the initial survey, participants received a monthly email link to complete a follow-up survey that asked about their experiences since the previous survey. After three months, follow-up surveys were sent every other month to reduce participant burden. For each of these surveys, participants were first asked if they were still pregnant and then routed either to the next prenatal survey or to the delivery survey. In the postpartum period, surveys were sent at 3, 6, and 12 months of infant age to assess maternal stress, psychological distress, and infant development. Results Participant recruitment via social media (Facebook and Instagram) began on April 5, 2020, and is ongoing. As of April 2021, more than 11,000 individuals have started the initial survey. Follow-up data collection is ongoing. Conclusions This longitudinal investigation seeks to elucidate the associations among hardships, maternal psychological distress, child development during the COVID-19 pandemic, and risk and resilience factors that amplify or ameliorate these associations. The findings of this study are intended to generate knowledge about the psychological consequences of pandemics on pregnant individuals and point toward prevention and intervention targets. International Registered Report Identifier (IRRID) DERR1-10.2196/25407