BackgroundAnxiety and depression during the antenatal period is a growing problem with major effects on the mother, the developing fetus, and the neonate.ObjectivesTo assess the prevalence of anxiety and depression during pregnancy in women attending the hospital for antenatal care and assess the associated factors.MethodsThis is a prospective cohort study conducted in the University Hospital of Imam Abdulrahman Bin Faisal University. Anxiety was evaluated using State Trait Anxiety Inventory. Depression was assessed using Edinburgh Postnatal Depression Scale (EPDS).ResultsComplete data were available for 575 women. The mean EPDS score was 10.5 (SD 5.5). The prevalence of depression was 26.8%. The mean state-anxiety score was 38.4 (SD 11.4) and mean trait-anxiety score was 38.2 (SD 9.5). The prevalence of anxiety using state-anxiety scale was 23.6%, while using the trait scale it was 23.9%. The risk is higher among unemployed women with history of miscarriage and unplanned pregnancy.ConclusionAnxiety and depression are common during pregnancy.