The 28-year-old, who recently gave birth, fears for her safety if she and her child were deported to Somalia.
She moved to the UK in 2011 on a spousal visa as part of an arranged marriage, but it became abusive and she now lives in Swansea.
The Home Office said it did not routinely comment on individual cases.
The woman said: “I was kept in the house and I was like a maid, it wasn’t like a marriage.
“I was worried because sometimes when a marriage ends your family will turn against you.
“You have to stay in the marriage no matter what happens, it’s your problem, you have to fix it.”
The woman made her first claim for asylum in 2015 and was sent to Wales the following year – after her claim was refused, she was told the Home Office would stop her support.
“They told me I had to leave the house. I told them I was pregnant and they said you can go back to your country, because I wasn’t heavily pregnant,” she said.
“[The process] It’s really difficult, it’s like poison. It poisons you slowly, slowly.”
Carolyn Harris, MP for Swansea East, said: “The Home Office has shown themselves to be completely heartless and without a conscience.
The woman said she survived by living with a host family organised by the Swansea-based organisation Share Tawe.
After successfully appealing, she now has a place to live, but worries she could still be deported – which she said would put her life in danger.
“Having a child outside of marriage is really hard. You could be killed by stoning.
“It was a very dangerous place and there was a lot of fighting. Sometimes you’d be on your way to the market and you’d see a dead body in the road.”
She hopes to become a nurse and raise her baby in Swansea.
“I want the baby not to worry about everything and to have a better life than me,” she said.
Ms Harris said the Home Office was not doing enough for asylum seekers and should “look at each case humanely”.
South Wales West AM Bethan Sayed, who has been supporting the woman, said: “The fact that a young woman can come to this country, fleeing a difficult and dangerous position, and be put through what has, frankly, been hell for her, whilst pregnant, is appalling.”
The Home Office said: “The UK has a proud history of granting asylum to those who need our protection and every case is assessed on its individual merits.”