Background: Dengue is a reportable disease in Brazil; however, pregnancy has been included in the application form of the Brazilian notification information system only after 2006. To estimate the severity of maternal dengue infection, the available data that were compiled from January 2007 to December 2008 by the official surveillance information system of the city of Rio de Janeiro were reviewed. Methods and Principal Findings: During the study period, 151,604 cases of suspected dengue infection were reported. Five hundred sixty-one women in their reproductive age (15–49 years) presented with dengue infection; 99 (18.1%) pregnant and 447 (81.9%) non-pregnant women were analyzed. Dengue cases were categorized using the 1997 WHO classification system, and DHF/DSS were considered severe disease. The Mann-Whitney test was used to compare maternal age, according to gestational period, and severity of disease. A chi-square test was utilized to evaluate the differences in the proportion of dengue severity between pregnant and non-pregnant women. Univariate analysis was performed to compare outcome variables (severe dengue and non-severe dengue) and explanatory variables (pregnancy, gestational age and trimester) using the Wald test. A multivariate analysis was performed to assess the independence of statistically significant variables in the univariate analysis. A p-value,0.05 was considered statistically significant. A higher percentage of severe dengue infection among pregnant women was found, p = 0.0001. Final analysis demonstrated that pregnant women are 3.4 times more prone to developing severe dengue (OR: 3.38; CI: 2.10–5.42). Mortality among pregnant women was superior to non-pregnant women. Conclusion: Pregnant women have an increased risk of developing severe dengue infection and dying of dengue.