Objectives: Pregnancy is an inherently delicate process characterized by physiological and psychological changes, even in the absence of any health complications. This study compares the levels of anxiety, depression, self-esteem, and guilt in women diagnosed with high-risk pregnancies to those in a control group consisting of women with healthy pregnancies. Methods: A total of 172 women participated in the study, 108 of whom had high-risk pregnancies, and 64 had healthy pregnancies. All participants were administered a semi-structured Sociodemographic Data Form, Beck Depression Inventory (BDI), Beck Anxiety Scale (BAI), Rosenberg Self-Esteem Scale (RSES), and Guilt Inventory (GI). The findings were statistically analyzed and compared. Results: Women with high-risk pregnancies had significantly higher scores on the BAI (p = 0.002), BDI (p = 0.035), and GI (p = 0.001) compared to the control group. In the logistic regression analysis for calculating the risk of high-risk pregnancy, the multivariate analysis revealed that living in rural areas posed 3.5 times higher risk for high-risk pregnancy compared to urban living (OR = 3.500, 95% CI = 1.484–8.254). Additionally, for every one-point increase in the GI score, the risk of high-risk pregnancy increased by 1.064 times (OR = 1.064, 95% CI = 1.017–1.114). In the patient group, significant positive correlations were found between the BAI score and BDI, RSES, and GI scores, while a significant negative correlation was observed between BAI and parity. There were also significant positive correlations between the BDI and RSES as well as the GI scores. Additionally, a positive significant correlation was found between the RSES and GI scores. Conclusions: Our findings may help in identifying the psychological states of women with high-risk pregnancies and