Pregnancy support pillows provide support to a pregnant woman lying on her side. A head support, back support, thigh support, and stomach support are connected end-to-end in a C-shaped configuration. The back support is curved. A cover encloses the supports and defines a hollow between the cover and the supports. The supports define first, second, third, fourth, and fifth air chambers, respectively. Each air chamber has a separate valve in fluid communication with it. A pocket is attached to the cover adjacent to the thigh support and receives the stomach support when the stomach support is deflated. Padding fills a portion of the hollow between the cover and the supports.