Introduction: An estimated 22,900–28,900 individuals live undocumented in Denmark, of whom many are women of reproductive age. Undocumented migrants in Denmark who are pregnant only have legal rights to health care in emergencies, which may lead to under-utilisation of antenatal care, despite the possibility of these women seeking antenatal care through informal networks. This study aimed to describe the demographics, general medical needs and prevalence of induced abortions among pregnant undocumented migrant women. Further, we aimed to investigate if the women received antenatal services as recommended, focusing on the timing of their first entry to antenatal care and the number of antenatal visits. Methods: This was a retrospective cross-sectional study. We used data from medical records at a health clinic managed by non-governmental organisations (NGOs) in Denmark from 1 January 2011 to 31 December 2017. Data regarding 679 pregnant women were included in descriptive and regression analyses. Results: The women had a mean age of 28.7 years, originated from 78 different countries and had diverse migration backgrounds. Among the 679 included women, there were 119 pregnancy-related complications. Regarding the utilisation of antenatal services, 52.6% had a late first attendance to antenatal care, and the likelihood of a late first attendance was highest among 35- to 44-year-olds. The majority (92.6%) of the women did not have the recommended number of antenatal care visits, and this was evident across all regions of origin. Logistic regression showed variation in utilisation of antenatal services according to age and region of origin. Conclusions: A quarter of the study population attended the health clinic requesting pregnancy termination. The pregnant undocumented migrants had few medical complications and predominantly attended the health clinic for antenatal care. However, some did attend the clinic with general or pregnancy-related medical conditions. Almost half of the study population had a late first attendance to antenatal care, and the vast majority did not have the recommended number of antenatal care visits. These results call for consideration as to whether health care for pregnant undocumented migrants should be formally available and free of charge.