Over half of pregnant women report anxiety symptoms and these symptoms may be precipitated by stressful experiences. Anxiety rates may be higher in Mexican-American women who experience socio-cultural stressors, such as acculturation, acculturative stress and discrimination. However, the role of such stressors on the trajectory of anxiety symptoms across pregnancy is not yet known. Mexican-American women (n = 151) completed surveys across pregnancy about acculturation, acculturative stress, perceived discrimination, and state anxiety. Multilevel modeling found that acculturation (Anglo orientation, b = 0.050, SE = 0.379, t (137.561) = 0.134, p = 0.894; Mexican orientation, b = 0.775, SE = 0.692, t (133.424) = 1.121, p = 0.264) and perceived discrimination (b = −1.259, SE = 0.921, t (137.489) = −1.367, p = 0.174) were not associated with the trajectory of anxiety symptoms. However, acculturative stress, even while controlling for perceived stress, was associated with high levels of anxiety symptoms that were elevated early in pregnancy (b = −0.045, SE = 0.022, t (135.749) = −2, p = 0.047). This work highlights the unique role of acculturative stress in risk for prenatal anxiety in early pregnancy.