Background: Geohelminthiasis and malaria are major public health problems in Kinshasa. Pregnant women are particularly vulnerable to these conditions due to their weakened immunity, with severe complications such as maternal anemia and low birth weight. This study assessed the prevalence and associated factors of geohelminth–malaria co-infection. Methods: A cross-sectional study was conducted in two hospitals in Kinshasa, Democratic Republic of the Congo, which included 336 pregnant women. The lab analyses included thick smears for malaria, stool examinations for geohelminths, and hemoglobin measurements. Multivariate logistic regression was used to identify associated variables, with a significance level set at p < 0.05. Results: Geohelminth–malaria co-infection was observed in 5.7% of pregnant women, while the prevalence of geohelminthiasis alone was 7.7%. Ascaris lumbricoides was the most frequent parasite (6.3%), followed by Trichuris trichiura (1.5%) and Ancylostoma duodenale (0.3%). The third trimester was associated with a significantly increased risk of co-infection and geohelminthiasis (ORa = 5.8; 95% CI: 1.36–9.23; p = 0.0077). No significant association was found between co-infection and maternal anemia. Conclusions: Although co-infection prevalence was low in Kinshasa, the third trimester is a risk period. Systematic screening and integrated management during pregnancy are recommended.