Despite the availability of effective drugs to prevent malaria during pregnancy using intermittent preventive treatment with Sulfadoxine-Pyrimethamine or Fansidar and insecticide bed net, use of these methods are still little used in Sub-Saharan Africa, including Tanzania. As a result, many pregnant women are at risk of malaria consequences such as maternal anemia and low birth weight babies, which increase the rate of infant mortality. Data from the Demographic Health Survey for Tanzania HIV/AIDs and the Malaria Indicator Survey 2011-2012 were used in a cross-sectional design guided by the health belief model. Logistic regression examined the association between (a) preventive treatment-seeking behavior and (b) SES, malaria media exposure, knowledge of malaria signs and symptoms, perceived seriousness of malaria, and knowledge of malaria preventive measures. After controlling for transportation, family responsibility, and age, significant associations (p < 0.05) were found between SES, malaria media exposure, knowledge of malaria signs and symptom, perceived seriousness of malaria, knowledge of malaria preventive measures, and treatment-seeking behavior. This study contributes to positive social change by helping design and implement policies and programs to improve the knowledge of Tanzanian pregnant women about the risk of malaria infection and the benefits of preventive treatments. Interventions to reduce malaria infection during pregnancy will reduce the associated morbidity and mortality of both mothers and infants; as a result, families and communities will be healthier and prevent unnecessary medical cost of malaria.