The outbreak of the 2019 novel coronavirus disease (SARS-CoV-2) has resulted in a major epidemic threat worldwide. However, the effects of neoviruses on infected pregnant women and especially on their fetuses and newborns are not well understood. Most up-to-date evidences about how SARS-CoV-2 affected patients especially in pregnancy were collected by conducting a comprehensive search of medical literature electronic databases. Immune-related data of pregnant women, fetuses and newborns were further analysis. According to the limited literature, SARS-CoV-2 utilizes angiotensin converting enzyme 2 as its receptor and causes severe hypoxemia. Insufficiency of angiotensin converting enzyme 2 in pregnant women and the effects of hypoxia on the placental oxygen supply will cause severe perinatal complications. In addition, SARS-CoV-2 infection may disrupt maternal-fetal immune tolerance and cause immunological damage to embryos. Because of these reasons, pregnancy complications such as fetal demise or premature birth, preeclampsia, intrauterine growth restriction, respiratory dyspnea, nervous system dysplasia and immune system defects are likely to occur in pregnant women with COVID-19 or their newborns. Pregnant women infected with SARS-CoV-2 should be treated as a special group and given special attention. Fetuses and newborns of SARS-CoV-2-infected pregnant women should be given more protection to reduce the occurrence of adverse events. In this review, we intend to provide an overview of the physiological and immunological changes that induce the pregnancy complications. This article will benefit the treatment and prognosis of fetuses and newborns of SARS-CoV-2-infected pregnant women.