The objectives of this study of pregnant women with asthma are 1) to describe their knowledge and attitudes of asthma in pregnancy and their self-efficacy in carrying out their self-management plan during pregnancy, 2) to determine if their knowledge, attitudes, and self-efficacy changed as their pregnancy progressed, and 3) to ascertain the relationship between knowledge, attitudes, and self-esteem and age, education, trimester of pregnancy, weeks of pregnancy, the number of times pregnant and live births. Sixty-eight pregnant women who had an asthma diagnosis were given knowledge, attitudes and self-efficacy questionnaires initially during the point of first contact (first or second) trimester (Time I) and subsequently during the latter part of their pregnancy (third trimester) (Time II). A demographic data form was also administered at Times I and II. Data were collected in an urban academic medical clinic and analyzed using SPSS 17. Data analysis utilized frequencies, paired samples t tests, and linear regression. There were no significant differences between Time I and Time II in attitudes and self-efficacy. Significant differences were limited to the knowledge questionnaire (t = 4.370, p = 0.05). There was a significant relationship between education and knowledge. Pregnant women with asthma had gaps in their knowledge of asthma in pregnancy, although their knowledge increased as their pregnancy progressed from Time I to Time II. Also, the more education the women had, the better they understood asthma. Education for pregnant women with asthma is tailored to their needs and modified as necessary. Nurses are prepared to address this challenge.