Childbirth classes combined with elements of psychoprophylaxis and psychoeducation prepare women and their partners for childbirth and influence the level of their perceived stress and mood disorders. Participation in these classes may come as a form of support for pregnant women, or an opportunity to build self-efficacy and commence regular physical activity. The aim of this study was assess the emotional state, social support and self-efficacy of pregnant women attending childbirth classes, in the context of physical activity undertaken. The study included 101 pregnant women. The Berlin Social Support Scale (BSSS), the General Self-Efficacy Scale (GSES), the Perceived Stress Scale (PSS-10) and the State-Trait Anxiety Inventory (STAI) were used during their first day of attendance at the childbirth classes (initial survey; T1) and after 10 weeks of participation in these classes (final survey; T2). After 10 weeks of childbirth classes, there was a statistically significant change in the BSSS, specifically in the area of Perceived Available Support, GSES, PSS-10, and STAI X-2. There was no significant relationship established between the emotional state and the physical activity undertaken before and during pregnancy or with the social support received.