The impact of the second COVID-19 lockdown on anxiety and depressive symptoms in pregnant women: A case study of pregnant women in northern Italy

•Depressive and anxiety symptoms in pregnant women during COVID-19 are compared with a pre-pandemic group.•Covid-19 second phase and related restrictions increase anxiety-depressive symptoms in pregnant women.•Past psychopathology and closeness to childbirth are related to higher depressive symptoms.•A history of abortion is related to increased trait anxiety.•Pregnant women are a vulnerable population to be continuously and closely monitored.