Pregnant women are generally more susceptible to viral infection. Although the impact of SARS-CoV-2 in pregnancy remains to be determined, evidence indicates that the risk factors for severe COVID-19 are similar in pregnancy to the general population. Here we systemically analyzed the clinical characteristics of pregnant and non-pregnant female COVID-19 patients who were hospitalized during the same period and found that pregnant patients developed marked lymphopenia and higher inflammation evident by higher C-reactive protein and IL-6. To elucidate the pathways that might contribute to immunopathology or protective immunity against COVID-19 during pregnancy, we applied single-cell mRNA sequencing to profile peripheral blood mononuclear cells from four pregnant and six non-pregnant female patients after recovery along with four pregnant and three non-pregnant healthy donors. We found normal clonal expansion of T cells in the pregnant patients, heightened activation and chemotaxis in NK, NKT, and MAIT cells, and differential interferon responses in the monocyte compartment. Our data present a unique feature in both innate and adaptive immune responses in pregnant patients recovered from COVID-19.