Objectives: To estimate and assess pregnancy smoking trends since 1978, according to sociodemographic characteristics, in three Brazilian sites. Methods: We used cross-sectional data from the perinatal studies of nine birth cohorts, located in the southeast (Ribeirão Preto—1978/1979, 1994, and 2010), south (Pelotas—1982, 1993, 2004, and 2015), and northeast (São Luís—1997/1998 and 2010) regions of Brazil. We estimated the prevalence of pregnancy smoking at each time point according to age, education, and family income, in each cohort, and evaluated smoking trends. Results: We analyzed data of 17,275 women in Ribeirão Preto, 19,819 in Pelotas, and 7753 in São Luís. Smoking decreased by 59% in Ribeirão Preto (p < 0.001), 54% in Pelotas (p < 0.001), and 32% in São Luís (p < 0.001). However, among those with 0–4 years of education, smoking did not change in Ribeirão Preto (p-trend = 0.501) nor São Luís (p = 0.556) and increased in Pelotas (p-trend = 0.003). Conclusions: Pregnancy smoking has been declining during the last decades. However, among less-educated women, pregnancy smoking did not change in two sites and increased in one of them.