The main purpose of the present study was to determine the relationship between salivary cortisol concentrations and self-report anxiety in 50 adolescent and 178 non-adolescent women during the last month of pregnancy. The subjects were randomly selected from a previous study involving women who attended antenatal care from September 1997 to August 2000 at 17 health services in Southeast Brazil. Salivary cortisol was measured with an enzyme immunoassay kit, and anxiety was assessed by the State-Trait Anxiety Inventories (STAI) of Spielberger. After saliva collection, the participants completed the STAI. Mean concentrations of cortisol for both pregnant adolescents (14.17 ± 6.78 nmol/l) and non-adolescents (13.81 ± 8.51 nmol/l) were similar (P = 0.89). Forty-three percent of the pregnant adolescents and 30.5% of the non-adolescents felt anxious at the time of being questioned (State Anxiety Inventory (SAI) scores >40; P = 0.06). Cortisol concentrations in adolescents were negatively related to the SAI scores (r = -0.39; P = 0.01) which assess a temporary condition of anxiety. There was a statistically significant difference in mean cortisol concentrations between adolescents with low (≤40) and high (>40) SAI scores (P = 0.03, t-test), but no differences for non-adolescents. The negative relationship between salivary cortisol concentrations and anxiety scores in adolescents may be due to puberty-related hormone differences during this period of life. Pregnant adolescents may possess unique biological or psychological characteristics compared to adults and non-pregnant adolescents. Thus, we need to know more about the hypothalamic-pituitary-adrenocortical axis of pregnant adolescents.