Background: Achieving the optimal quality of life is currently a health challenge for the world’s population. Pregnancy is a stressful period of life that affects women’s quality of life. Aims: This study aimed to describe and analyse the health-related quality of life in pregnant women during their first trimester in a health area in the north of Spain. Methods: A cross-sectional descriptive study was carried out. A total of 359 women completed the 36-Item Short-Form Health Survey. Results: The sample consisted of 57.9% primiparous women, 30% had experienced a previous abortion, and 7.2% were foreign women. The mean age was 33.53 years. The sum of the physical and mental component values was below 50 points. Notably, 4.17% of women reported a worsening of their health in the last year, and 28.69% had an increased depression risk. Conclusion: Being a foreigner, prenatal abortion, previous caesarean section, previous children, or assisted reproduction techniques are the variables that have a negative association with some dimensions of quality of life in pregnant women.