Objective: Pregnancy is a common indication for initiation of highly active antiretroviral therapy (HAART) in sub-Saharan Africa. Our objective was to evaluate how pregnancy at treatment initiation predicts virologic response to HAART. Methods: We evaluated an open cohort of 9,173 patients who initiated HAART between April 2004 and September 2009 in the Themba Lethu Clinic in Johannesburg, South Africa. Risk ratios were estimated using log-binomial regression; hazard ratios were estimated using Cox proportional hazards models; time ratios were estimated using accelerated failure time models. We controlled for calendar date, age, ethnicity, employment status, history of smoking, tuberculosis, WHO stage, weight, body mass index, hemoglobin, CD4 count and CD4 percent, and whether clinical care was free. Extensive sensitivity and secondary analyses were performed. Results: During follow-up, 822 non-pregnant women and 70 pregnant women experienced virologic failure. In adjusted analyses, pregnancy at baseline was associated with reduced risk of virologic failure by six months (risk ratio 0.66, 95% confidence limits [CL] 0.35, 1.22) and with reduced hazard of virologic failure over follow-up (hazard ratio 0.69, 95% CL 0.50, 0.95). The adjusted time ratio for failure was 1.44 (95% CL 1.13, 1.84), indicating 44% longer time to event among women pregnant at baseline. Sensitivity analyses generally confirmed main findings. Conclusion: Pregnancy at HAART initiation is not associated with increased risk of virologic failure at six months or during longer follow-up.