Climate change has resulted in an increase in heat exposure globally. There is strong evidence that this increased heat stress is associated with poor maternal and fetal outcomes, especially in vulnerable populations. However, there remains poor understanding of the biological pathways and mechanisms involved in the impact of heat in pregnancy. This observational cohort study of 764 pregnant participants based in sub-Saharan Africa, a geographical region at risk of extreme heat events, aims to evaluate the physiological and biochemical changes that occur in pregnancy due to heat stress. The key objectives of the study are to 1) map exposure to heat stress in the cohort and understand what environmental, social and community factors increase the risk of extreme heat exposure; 2) assess the impact of heat stress on maternal health, e.g. heat strain, subjective psychological well-being, sleep and activity level; 3) evaluate how heat stress impacts placenta structure and function; 4) determine how chronic heat exposure impacts birth outcomes; and 5) explore the epigenetic changes in the placenta and infant by heat stress exposure per trimester. Pregnant women will be recruited from two distinct regions in The Gambia to exploit the naturally occurring heat gradient across the country. Microclimate mapping of the area of recruitment will give detailed exposure measurements. Participants will be asked to wear a watch-style device at 28- and 35-weeks gestational age to evaluate maternal heart rate, activity and sleep. At the end of the week, an ultrasound scan will be performed to evaluate fetal size and placental blood flow. At delivery, birth outcomes will be recorded and maternal, placental and cord samples taken for epigenetic, biochemical and histological evaluation. Evaluation of neuro-behaviour and final infant samples will be taken at 1 month following birth.