Past works have witnessed increased prevalence of complementary and alternative medicines (CAM) among women during pregnancy. This study aimed to identify psychological antecedents underlying CAM use through the exploration of various predictors. Drawing upon the literature on the use of CAM in contexts unrelated to pregnancy, this research explored the role of various predictors: perceived stress, beliefs about medicine, health locus of control (HLOC), health literacy, bullshit receptivity, and belief in conspiracy theories (CT). 376 Swiss women were recruited to complete a web-based questionnaire in which the use of different kinds of CAM was investigated. We performed hierarchical regression analyses with backward method to assess the overall variance explained by the predictors, as well as their unique contributions. We measured the number of CAM used during last pregnancy and frequency of use. Analyses showed that CAM use was positively associated with perceived stress, beliefs about medicine, internal HLOC, and belief in CT. In contrast, negative relationships were found with external HLOC, bullshit receptivity, and health literacy. By illuminating such factors, this research contributed to explaining why women may be tempted to choose CAM in place of conventional medicine, which may be of particular interest for health professionals in the planning of communication strategies aimed at limiting risks associated to their use during pregnancy.