Background: Maternal obesity has severe physical impacts such as increased chances of pre-eclampsia and gestational diabetes. However, mental health impacts are given less attention within antenatal care. Evidence suggests that women with obesity carry increased risk of maternal depression and anxiety, however, this association is not well researched amongst South Asian women in the UK who are vulnerable to both. The aim of this study was to investigate the association between antenatal depression and anxiety and early pregnancy BMI, within and between White British and South Asian women, using data from the Born in Bradford cohort. Methods: Depression and anxiety were assessed using the General Health Questionnaire (GHQ); a GHQ score of > 0 for the depression subscale and > 6 for anxiety. Mother's BMI was stratified into six World Health Organisation BMI categories (underweight, recommended, overweight or obese class 1-3). To determine associations, univariate and multivariate logistic regression models (adjusting for maternal age, education, deprivation and smoking) were used. Results: There were 7824 women included (3514 White British and 4310 South Asian). South Asian women were more likely to have depression than White British (43.3% vs 36.1% p < 0.0001) and less likely to have anxiety (45.3% vs 48.4% p < 0.01). There were no significant associations between BMI and depression or anxiety in South Asian women. White British women with an overweight BMI had higher odds of anxiety compared with women with a recommended BMI (Adjusted Odds Ratio 1.25, 95% Confidence Interval 1.05-1.47). No significant associations were observed for other BMI categories. Smoking was a risk factor for antenatal depression (AOR 1.32, 95% CI 1.12-1.56; AOR 2.08, 95% CI 1.49-2.91) and anxiety (AOR 1.34, 95% CI 1.14-1.57; (AOR 2.87, 95% CI 2.02-4.07) in both White British and South Asian women, respectively. Conclusions: Although South Asian women have a higher prevalence of depression than White women in this cohort, the known associations between maternal obesity and anxiety do not appear to be present. More studies are needed using validated depression tools for South Asian pregnant women. Mental health screening during antenatal care is important for South Asian women, with factors such as smoking considered.