Background Despite the Zambian government's efforts to ensure 80% use of insecticide-treated nets (ITNs) among pregnant women, ITN use remains critically low. Only 49% of pregnant women reported sleeping under an ITN in 2018 in the country. This study aims to determine the prevalence of, and the factors associated with the non-use of ITNs among pregnant women in Zambia. Methods This study was a secondary analysis of the data collected during the 2018 Zambian Demographic and Health Survey. One thousand one hundred and thirty-eight (1 138) pregnant women were included in the study. The prevalence of the non-use of ITNs was computed and univariable and multivariable logistic regression models were fitted to determine the factors associated with the non-use of ITNs in the study population. Results The study found that 578 (50.8%) pregnant women reported not using an ITN the night before the survey. The results of the multivariable logistic regression indicated that, primary level education (OR = 2.13, 95% CI 1.23-3.68), ITN per household member (OR = 0.01, 95% CI 0.00-0.02), parity (OR = 0.83, 95% CI 0.70-0.99), moderate malaria prevalence provinces (OR = 0.34, 95% CI 0.23-0.50), high malaria prevalence provinces (OR = 0.26, 95% CI 0.18-0.39) and currently in a union (OR = 0.52, 95% CI 0.30-0.88) were significantly associated with the non-use of ITNs. Conclusion This study showed a high prevalence of the non-use of ITNs among pregnant women in Zambia. Factors found to be associated with the non-use of ITNs in the study population are: ITN per household member, parity, education, marital status and malaria prevalence provinces. Addressing the identified factors will require intensification of ITN programming and other malaria preventive measures.