Abstract Background Vaccine hesitancy amongst pregnant women has been found to be a concern during past epidemics. This study aimed to (1) estimate COVID-19 vaccination rates among pregnant women in Wales and their association with age, ethnicity, and area of deprivation, using electronic health record (EHR) data linkage, and (2) explore pregnant women’s views on receiving the COVID-19 vaccine during pregnancy using data from a survey recruiting via social media (Facebook, Twitter), through midwives, and posters in hospitals (Born-In-Wales Cohort). Methods This was a mixed-methods study utilising routinely collected linked data from the Secure Anonymised Information Linkage (SAIL) Databank (Objective 1) and the Born-In-Wales Birth Cohort participants (Objective 2). Pregnant women were identified from 13th April 2021 to 31st December 2021. Survival analysis was utilised to examine and compare the length of time to vaccination uptake in pregnancy, and variation in uptake by; age, ethnic group, and deprivation area was examined using hazard ratios (HR) from Cox regression. Survey respondents were women who had a baby during the COVID-19 pandemic or were pregnant between 1st November 2021 and 24th March 2022 and participating in Born-In-Wales. Codebook thematic analysis was used to generate themes from an open-ended question on the survey. Results Population-level data linkage (objective 1): Within the population cohort, 8203 (32.7%) received at least one dose of the COVID-19 vaccine during pregnancy, 8572 (34.1%) remained unvaccinated throughout the follow-up period, and 8336 (33.2%) received the vaccine postpartum. Younger women (< 30 years) were less likely to have the vaccine, and those living in areas of high deprivation were also less likely to have the vaccine (HR = 0.88, 95% CI 0.82 to 0.95). Asian and Other ethnic groups were 1.12 and 1.18 times more likely to have the vaccine in pregnancy compared with White women (HR = 1.12, 95% CI 1.00 to 1.25) and (HR = 1.18, 95% CI 1.03 to 1.37) respectively. Survey responses (objective 2): 207 (69%) of participants stated that they would be happy to have the vaccine during pregnancy. The remaining 94 (31%) indicated they would not have the vaccine during pregnancy. Reasons for having the vaccine included protecting self and baby, perceived risk level, and receipt of sufficient evidence and advice. Reasons for vaccine refusal included lack of research about long-term outcomes for the baby, anxiety about vaccines, inconsistent advice/information, and preference to wait until after the pregnancy. Conclusion Potentially only 1 in 3 pregnant women would have the COVID-19 vaccine during pregnancy, even though 2 in 3 reported they would have the vaccination, thus it is critical to develop tailored strategies to increase its acceptance rate and decrease vaccine hesitancy. A targeted approach to vaccinations may be required for groups such as younger people and those living in higher deprivation areas.