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Abstract Background Pregnancy increases a woman’s risk of severe dengue. To the best of our knowledge, the moderation effect of the dengue serotype among pregnant women has not been studied in Mexico. This study explores how pregnancy interacted with the dengue serotype from 2012 to 2020 in Mexico. Method Information from 2469 notifying health units in Mexican municipalities was used for this cross-sectional analysis. Multiple logistic regression with interaction effects was chosen as the final model and sensitivity analysis was done to assess potential exposure misclassification of pregnancy status. Results Pregnant women were found to have higher odds of severe dengue [1.50 (95% CI 1.41, 1.59)]. The odds of dengue severity varied for pregnant women with DENV-1 [1.45, (95% CI 1.21, 1.74)], DENV-2 [1.33, (95% CI 1.18, 1.53)] and DENV-4 [3.78, (95% CI 1.14, 12.59)]. While the odds of severe dengue were generally higher for pregnant women compared with non-pregnant women with DENV-1 and DENV-2, the odds of disease severity were much higher for those infected with the DENV-4 serotype. Conclusion The effect of pregnancy on severe dengue is moderated by the dengue serotype. Future studies on genetic diversification may potentially elucidate this serotype-specific effect among pregnant women in Mexico.