Background: Iodine deficiency in pregnant women, defined as a median urinary iodine concentration (UIC) of less than 150 μg/L, is an important public health issue. To improve their iodine intake, it is important to understand the knowledge and practices regarding iodine. Methods: A cross-sectional investigation was conducted on 2642 pregnant women during 2016–2017 in Zhejiang province, China. A 3-point Likert scale questionnaire was used to record knowledge. The UIC and iodine content in household salt were determined. Results: Coastal participants were iodine deficient (median UIC 127.6 μg/L) while inland participants were iodine sufficient (median UIC 151.0 μg/L). The average knowledge scores were significantly lower for the coastal participants (24.2 points vs. 25 points for the inland participants; p < 0.001). The percentage for iodized salt consumption was significantly lower for the coastal participants (88.9% vs. 96.0% for those inland; p < 0.001). A generalized linear model analysis showed that non-iodized salt consumption, coastal region, and low knowledge scores were independently associated with a low UIC. Conclusions: Comprehensive interventional strategies are needed to develop to achieve an optimal iodine status. We recommend that coastal pregnant women should take iodine supplements based on the consumption of iodized salt, and improvement of iodine-related knowledge.