We study the causal effect of mass shooting incidents during pregnancy on infant health outcomes. Our identification strategy exploits the spatial and temporal variation of mass shooting incidents across counties of United States. We find increased severity of mass shooting incidents lead to lower average birth weight, shorter gestational age, increased incidence of low birth weight (less than 2500 gms), and higher infant mortality rate. Further, we use the exogenous variation in the media coverage of mass shooting incidents due to competing international newsworthy events to show that the effects are exacerbated by the coverage of these events, suggesting that the adverse effects on health might be due to psychological stress from exposure to news coverage of shooting incidents.