Introduction. Anxiety and depression in pregnant women are a public health problem. Their adequate detection requires valid and reliable instruments that are also useful for prevention and treatment. Objective. To identify the psychometric properties of the Hospital Anxiety and Depression Scale (HADS) in a sample of Mexican pregnant women. Method. The HADS was applied to 716 pregnant women between 13 and 46 years old (M = 26.55; SD = 6.56) attended in a public hospital in Mexico City. Results. With a sample of 358 participants, a parallel analysis indicated a bifactorial structure for HADS, identified by exploratory factor analysis (Factor 1: anxiety, Factor 2: depression). The factors explained 53% of the variance and correlated positively (r = .36). The global internal consistency (Cronbach’s α = .81; ordinal α = .93) and by factor (anxiety: Cronbach’s α = .79; ordinal α = .88; depression: Cronbach’s α = .79; ordinal α = .87) was acceptable. With data from the remaining 358 participants, a confirmatory factor analysis showed an acceptable fit for the structure detected (χ2/gl = 2.72; RMSEA = .06 [IC .05, .08]; GFI = .93; AGFI = .90; TLI = .90; CFI = .92). Discussion and conclusions. The Hospital Anxiety and Depression Scale has adequate psychometric properties to be used in pregnant Mexican women. Its use in routine pregnancy controls would be useful to prevent, detect, and timely treat these conditions.