We tested whether pregnant and non-pregnant women differ in COVID-19 symptom profile and severity, and we extended previous investigations on hospitalized pregnant women to those who did not require hospitalization. Two female community-based cohorts (18-44 years) provided longitudinal (smartphone application, N = 1,170,315, n = 79 pregnant tested positive) and cross-sectional (web-based survey, N = 1,344,966, n = 134 pregnant tested positive) data, prospectively collected through self-participatory citizen surveillance in UK, Sweden and USA. Pregnant and non-pregnant were compared for frequencies of events, including SARS-CoV-2 testing, symptoms and hospitalization rates. Multivariable regression was used to investigate symptoms severity and comorbidity effects. Pregnant and non-pregnant women positive for SARS-CoV-2 infection were not different in syndromic severity, except for gastrointestinal symptoms. Pregnant were more likely to have received testing, despite reporting fewer symptoms. Pre-existing lung disease was most closely associated with syndromic severity in pregnant hospitalized. Heart and kidney diseases and diabetes increased risk. The most frequent symptoms among non-hospitalized women were anosmia [63% pregnant, 92% non-pregnant] and headache [72%, 62%]. Cardiopulmonary symptoms, including persistent cough [80%] and chest pain [73%], were more frequent among pregnant who were hospitalized. Consistent with observations in non-pregnant populations, lung disease and diabetes were associated with increased risk of more severe SARS-CoV-2 infection during pregnancy.