ObjectiveTo examine the screening ability and cut‐off scores of the Edinburgh Postnatal Depression Scale (EPDS) and EPDS‐3A for pregnancy anxiety in pregnancy examination.MethodsThis was a prospective repetitive measurement study. A follow‐up survey was performed in Chinese pregnant women with the EPDS, the 7‐item Generalized Anxiety Disorder (GAD‐7) scale and a basic information questionnaire. A total of 609 women participated in all surveys at three trimesters, and all data were complete with no missing values. Receiver operating characteristic curves, Cohen's kappa and cross‐tabulation were used to test the single and combined screening ability of EPDS and EPDS‐3A for pregnancy anxiety.ResultsThe areas under the curves of EPDS and EPDS‐3A were close to or more than 0.90. EPDS scores greater than 14 in the first trimester and greater than 13 in the second and third trimesters could be used as the cut‐off values. EPDS‐3A score greater than 4 could be used as the cut‐off value in each trimester. Adding the EPDS‐3A to the EPDS would lead to correct identification of an additional 6.33%, 6.35%, and 7.25% of anxious women and misdiagnosis of an additional 6.60%, 2.56%, and 2.41% of normal women in each trimester, respectively.ConclusionThe EPDS and EPDS‐3A can be used alone or in combination for initially screening of pregnancy anxiety. Under certain conditions, they can even be used to replace GAD‐7 for anxiety screening to reduce the adverse influence of excessive screening on pregnant women, and improve the quality of survey data and efficiency of clinical services.