To identify differences in the prevalence of smoking and second-hand smoke exposure between Spanish and immigrant pregnant women, as well as the factors associated with continued smoking during pregnancy. An epidemiologic cross-sectional study was carried out in women attended at delivery in Zaragoza (Spain). A smoking questionnaire was used to collect the following variables: the women's and partners' sociodemographic factors and smoking behavior, second-hand smoke exposure and perception of the risks of this exposure. We included 2440 women (35% immigrants). A total of 31.1% smoked before becoming pregnant and 18.2% during pregnancy, with significant differences between Spanish and immigrant women (21.9% versus 8.7%; p<0.001). Immigrant women lived with a greater number of smokers, smoked more inside the home, were exposed to second-hand smoke for a greater number of hours per day, avoided public places with second-hand smoke less, and more often worked in bars and restaurants. The following factors were associated with smoking during pregnancy: being Spanish, smoking a greater number of cigarettes before pregnancy, being exposed to second-hand smoke at home for a greater number of hours, having a low perception of risks and having a partner with lower educational attainment. The prevalence of smoking is higher among Spanish pregnant women than immigrant women, although the immigrant population is more exposed to second-hand smoke at home and at work. There are socio-cultural differences that should be taken into account when carrying out interventions in women of reproductive age.