Objectives: To estimate the prevalence of depression, anxiety, and stress among pregnant women living in Jeddah, Saudi Arabia, and to assess associated risk factors.Methods: The study, which was a cross-sectional design, was conducted under the supervision of King Abdulaziz University Hospital, a tertiary care center in Jeddah, Saudi Arabia, in May and June of 2021. The sample consisted of 200 pregnant women who completed an online questionnaire that included sociodemographic variables, obstetric information, pregnancy-related depression, stress, and anxiety symptoms, which were evaluated using the Depression Anxiety Stress Scale (DASS-21) and the Perinatal Anxiety Screening Scale (PASS).Results: DASS-21 scores indicated the prevalence of depression, anxiety, and stress were 37.5%, 54.0%, and 25.0%, respectively. The PASS revealed that 29.5% of participants had minimal anxiety symptoms, 44.5% had mild-to-moderate anxiety symptoms, and 26.0% had severe anxiety symptoms. The three psychological health conditions were significantly associated with family/husband support, history of caesarean section, parity, and abortion.Conclusions: Pregnant women should be screened routinely for any psychological disturbances, and women who are at high risk for mental illness should receive proper psychological care. Pregnant women, their families, and members of society should receive health-related education in order to prevent prenatal psychological issues as much as possible.