Background/Objectives: Although depression and anxiety are found to be affected by temperaments, little research has studied these relationships in pregnancy. The present study explored the associations among perinatal depression (PD), anxiety dimensions (state, trait, and generalized anxiety disorder (GAD)), and temperaments between women in the three trimesters of pregnancy through a network analysis approach. Moreover, differences in the severity of PD and anxiety between women in the three trimesters were evaluated. Methods: Women in first (N = 31), second (N = 184), and third (N = 54) trimesters of pregnancy were recruited in the present cross-sectional study. The network analysis included PD, anxiety dimensions, and temperaments. Three network models were estimated, and ANOVAs evaluated the differences in the severity of PD and anxiety, including trimesters as a between-subject factor. Results: PD and GAD were the nodes most strongly connected across the three groups. Cyclothymic, depressive, and anxious temperaments were most frequently associated with PD and GAD. Hyperthymic temperament was in the periphery of the three networks. Lastly, women in the first trimester had the highest severity of PD and GAD. Conclusions: PD and GAD showed the strongest associations. Anxiety dimensions had positive associations with PD and GAD, suggesting their role as possible risk factors. Temperaments were differently associated within the network between the three groups. Clinical interventions during pregnancy should target the central variables, considering their direct and indirect relationships.