The effects of uncertainty and social support on the psychological well-being of high-risk pregnant women may be influenced by their prenatal coping strategies. The purpose of this study was to investigate whether prenatal coping strategies (preparation for motherhood, avoidance, positive interpretation of events, and prayer) mediate the effects of uncertainty and social support on the psychological well-being of high-risk pregnant women. A cross-sectional, descriptive, correlational design was used. The convenience sample consisted of 105 high-risk pregnant women 18-34 years of age and at 24-36 weeks gestation. The main measures were Mishel Uncertainty in Illness Scale, Medical Outcomes Study Social Support Survey, Prenatal Coping Inventory, and Psychological General Well-Being Index. Data analysis included descriptive statistics, correlational techniques, and path analyses. The women reported low levels of uncertainty, moderate levels of distress, and high levels of social support. Prayer was the most frequently used prenatal coping strategy, whereas avoidance was used least often. Women who reported higher levels of uncertainty also reported less social support (r = −.45, p < .01), less psychological well-being (r = −.48, p < .01), less positive interpretation (r = −.30, p < .01), and more use of avoidance (r = .43, p < .01). The modified path analysis showed good fit with the data. Avoidance significantly mediated the effects of uncertainty on psychological well-being (z = −2.74, p < .01). Social support had a significant direct effect on preparation for motherhood (β = .43, z = 3.94, p < .001). Avoidance mediated the effect of uncertainty on psychological well-being for the high-risk pregnant women in this sample. The results of the study may help perinatal nurses to better understand how high-risk pregnancy affects these women.