Recent outbreaks of Zika virus (ZIKV) infection highlight the urgent need to evaluate the efficacy of current public health measures to educate susceptible groups about how to prevent infection, modes of viral transmission, and consequences of infection. We performed a cross-sectional study in the city of Jundiaí, São-Paulo, from March 2016 to August 2017. In 315 high-risk pregnant women we evaluated the rate of ZIKV infection, knowledge of pathways of ZIKV transmission, and the use of protective measures. Data were analyzed and correlated with sociodemographic variables. The rate of ZIKV infection was 10.8%. ZIKV transmission by mosquitoes was the best-known means of virus acquisition, while transmission of ZIKV by sexual intercourse as well as mother–fetus transmission was known by less than half of the women. The use of insect repellent, reported by 53% of participants, was correlated with higher education and personal directives from health professionals. Condom use was reported by 19.5% of subjects. Improved strategies to increase awareness of ZIKV infection and its consequences, designed to appeal to specific, targeted populations, are clearly necessary to more accurately prevent the spread of this infection and diminish adverse consequences in the pregnant population.