Background: Pregnancy is a unique period with the increased likelihood of psychological changes and emotional disturbances such as depression, anxiety, and stress. In this study, we investigated the factors influencing depression, anxiety, and stress in pregnancy and identify their associations with Sexual Distress (SD) and Genital Self-Image(GSI). Methods: This was a descriptive, correlational, cross-sectional study performed between September 2019 and January 2020. Overall, 295 pregnant women completed a demographics and obstetric information checklist, Depression Anxiety and Stress Scale-21 (DASS-21), Female Genital Self-Image Scale (FGSI), and Female Sexual Distress Scale-Revised (FSDS-R).Results: The mean score of SD was significantly associated with the severity of depression, anxiety, and stress. Also, the mean score of GSI was negatively correlated with the severity of depression and anxiety. Multiple linear regression analysis revealed that the risk factors for depression include SD, fear of fetal abortion, bad experience in previous pregnancy, poor GSI, and advancing age, whereas satisfaction with income was a protective factor. SD, fear of fetal abortion, and increased duration of marriage were found to be associated with the development of anxiety symptoms, whereas satisfaction with income, positive body image, and increased gestational age had a protective effect against this variable. SD, adverse events in previous pregnancies, and advancing age were the risk factors, while planned pregnancy and increased gestational age were the protective factors against developing stress during pregnancy. Conclusion: Many factors influence the development of depression, anxiety and stress in pregnancy, which may be different or common. Some of these factors are avoidable and some are not. Therefore, considering all the factors comprehensively with emphasis on the improvement of preventable factors by screening and counseling can be useful for mothers and their fetuses.