Cognitive maternal adaptation during pregnancy may influence biological variables, maternal psychological, and neonatal health. We hypothesized that pregnant women with numerous general resources and less negative emotions would have a better coping with a positive influence on neonatal birth weight and maternal psychological health. The study included 131 healthy pregnant women. A blood sample was obtained in the first trimester to assess biological variables (polyphenols, hematological and biochemical parameters). Psychological variables (negative affect, anxiety, optimism, resilience, family–work conflicts, pregnancy concerns, general resources, and life satisfaction) were evaluated at several time points along gestation, and birth weight was recorded. Hierarchical linear regression models were used to associate the above parameters with maternal psychological outcome at the end of gestation (depression, resilience, and optimism) and neonatal outcome (birth weight). Maternal depression was associated with leukocytes (β = 0.08 ± 0.03, p-value = 0.003), cholesterol (β = 0.01 ± 0.002, p-value = 0.026), and pregnancy concerns (β = 0.31 ± 0.09, p-value = 0.001). Maternal resilience was associated with leukocytes (β = −0.14 ± 0.09, p-value = 0.010) and life satisfaction (β = 0.82 ± 0.08, p-value = 0.001), and maternal optimism was associated with polyphenol levels (β = 0.002 ± 0.001, p-value = 0.018) and life satisfaction (β = 0.49 ± 0.04, p-value = 0.001). Birth weight was associated with maternal resilience (β = 370.2 ± 97.0, p-value = 0.001), red blood cells (β = 480.3 ± 144.4, p-value = 0.001), and life satisfaction (β = 423.3 ± 32.6, p-value = 0.001). We found associations between maternal psychological, blood variables, and birth weight and maternal depression. This study reveals the relevance of psychological health during pregnancy for maternal and neonatal outcome, and it emphasizes the need to consider it in preventive policies in the obstetric field.