This article draws on interviews with pregnant and postnatal first‐ and second‐generation immigrant women in the US‐Mexico border region to explore the relationship among immigration‐related concerns, emotional distress, and birth outcomes. Maternal stress is associated with a range of maternal and infant health complications, making it important to understand how immigration‐related apprehensions shape the emotional experience of pregnancy. In analyzing women's narratives, this article expands on theoretical conceptions of embodiment to explore how a range of immigration‐related anxieties can shape women's emotions in ways they perceived as contributing to health vulnerabilities. In doing so, it examines emotional pathways of embodiment in relation to: (1) the embodiment of immigration‐related precarity, or how one's immigration status generates vulnerability; (2) corporeal kinship effects of migration, or the ways immigration concerns over family generate vulnerability; and (3) embodied histories of migration‐related vulnerability, or the ways past experiences of precariousness can mark one's physiology.