Objective: A large number of studies have shown the adverse neonatal outcomes of maternal psychological ill health. Given the potentially high prevalence of antenatal anxiety and few studies performed among Chinese people, the authors wanted to investigate the prevalence of antenatal anxiety and associated factors among pregnant women and to provide scientific basis to reduce prenatal anxiety effectively. Methods: A cross-sectional study was carried out at the Changchun Gynecology and Obstetrics Hospital from January 2015 to march 2015, with 467 participants of at least 38 weeks’ gestation enrolled. Antenatal anxiety was measured using the Self-Rating Anxiety Scale (SAS). χ² test and logistic regression analysis were performed to evaluate the association of related factors of antenatal anxiety. Results: Among the 467 participants, the prevalence of antenatal anxiety was 20.6% (96 of 467). After adjustment for women’s socio-demographic characteristics (e.g., area, age, household income), multivariate logistical regression analysis revealed that antenatal anxiety showed significant relationship with education level lower than middle school (years ≤ 9), expected natural delivery, anemia during pregnancy, pregnancy-induced hypertension syndrome, disharmony in family relationship and life satisfaction. Conclusions: It is important to prevent or reduce antenatal anxiety from occurring by improving the health status of pregnant women and strengthening prenatal-related education and mental intervention.