Antenatal anxiety and depression are common and frequently comorbid, affecting maternal and offspring outcomes; however, their underlying biological correlates remain incompletely understood. This cross-sectional study examined whether peripheral levels of brain-derived neurotrophic factor (BDNF), vascular endothelial growth factor (VEGF), and epidermal growth factor (EGF) were associated with anxiety and depressive symptoms during late pregnancy. A total of 148 women with uncomplicated second and third-trimester pregnancies was assessed using the Hamilton Anxiety Rating Scale and Hamilton Depression Rating Scale. Serum BDNF levels were quantified by ELISA, whereas VEGF and EGF were measured using a multiplex bead-based immunoassay. Based on scale scores, participants were classified as controls, women with anxiety without depressive symptoms, or women with anxiety and depressive symptoms. In the between-group comparisons, women with clinically significant anxiety exhibited higher BDNF and EGF levels than controls, whereas differences in VEGF levels did not reach statistical significance. Regression analyses indicated that anxiety severity was positively associated with BDNF, VEGF, and EGF levels, whereas depressive symptom severity was negatively associated with BDNF levels. These findings suggest distinct associations of antenatal anxiety and depressive symptoms with circulating growth factors, particularly BDNF, and warrant further investigation of vascular–immune–neurotrophic pathways potentially involved in perinatal mental health.