The MBRACE-UK report, released on Tuesday, reveals flu was responsible for one in 11 deaths among pregnant women between 2009 and 2012.
Despite the flu vaccine being freely available, official PHE data show 60% of pregnant women are yet to receive it this winter. PHE said the low uptake was 'of great concern'.
Pregnant women face an increased risk of developing serious complications from flu compared with other adults, which can be devastating for them and their unborn baby.
Newborns cannot be vaccinated themselves in their first weeks of life, and rely solely on protection gained from their mother during this critical stage.
None of the 36 women who died were known to be vaccinated, despite half of the deaths occurring after the vaccine became freely available to pregnant women.
Dr Mary Ramsay, head of immunisation for PHE, said: ‘Getting flu during pregnancy can lead to an increased risk of miscarriage, premature birth or having a low weight baby.
‘We know that mothers want to do all they can to protect their babies and it’s not too late for pregnant women to get vaccinated.
'We urge all pregnant women, and anyone else who is eligible but hasn’t yet received their free flu vaccination, to contact their GP or midwife today. It’s free because you need it.’