Pregnancy in women with a diagnosis of Cushing' syndrome (CS) is an extremely rare event and its diagnosis and treatment are a real medical challenge. During pregnancy, the hypothalamus-pituitary-adrenal axis undergoes major changes leading to a significant increase in plasma cortisol levels throughout gestation. The difficulties in diagnosis are related to the resemblance of symptoms of CS and those of pregnancy, and to the complex interpretation of the screening tests. Moreover, the diagnostic work up in the postnatal period may be difficult in the first weeks postpartum. Importantly, the etiology of CS in pregnancy differs from non-pregnant status. In pregnancy, the adrenal origin is the most frequent in up to 60% of the cases, in contrast to ACTH-secreting corticotroph adenomas of the pituitary gland, which account for 70% of the cases outside pregnancy. Nevertheless, maternal and fetal outcomes are severely affected in the context of CS whichever the etiology is, with high rates of maternal and fetal morbimortality, and with a rate of overall fetal loss of about 25% of the pregnancies. There is no consensus as to the most effective treatment in these circumstances in terms of improving maternal and fetal outcomes, as there are no studies comparing the different modalities of treatment for CS in pregnancy. However, evidence suggests that patients receiving treatment during pregnancy achieve better fetal outcomes than those who do not receive treatment. We aim to summarize in this review the major diagnostic and management difficulties during pregnancy.