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Background: Living in socially disadvantaged circumstances has a widespread impact on one’s physical and mental health. That is why individuals living in this situation are often considered vulnerable. When pregnant, not only the woman’s health is affected, but also that of her (unborn) child. It is well accepted that vulnerable populations experience worse (perinatal) health, however, little is known about the lived adversities and health of these vulnerable individuals. Objectives: With this article, insights into this group of highly vulnerable pregnant women are provided by describing the adversities these women face and their experienced well-being. Methods: Highly vulnerable women were recruited when referred to tailored social care during pregnancy. Being highly vulnerable was defined as facing at least three different adversities divided over two or more life-domains. The heat map method was used to assess the interplay between adversities from the different life domains. Demographics and results from the baseline questionnaires on self-sufficiency and perceived health and well-being were presented. Results: Nine hundred nineteen pregnant women were referred to social care (2016–2020). Overall, women had a median of six adversities, distributed over four life-domains. The heat map revealed a large variety in lived adversities, which originated from two parental clusters, one dominated by financial adversities and the other by a the combination of a broad range of adversities. The perceived health was moderate, and 25–34% experienced moderate to severe levels of depression, anxiety or stress. This did not differ between the two parental clusters. Conclusions: This study shows that highly vulnerable pregnant women deal with multiple adversities affecting not only their social and economic position but also their health and well-being.