Anxiety symptoms are common during pregnancy. However, predictors of prenatal anxiety have not been well researched. We tested a model of pregnancy anxiety conceptualized from a stress and coping framework in which pregnancy wantedness, maternal attachment style, and attachment history were expected to predict anxiety in late pregnancy. Controlling for parity and risk, maternal attachment history significantly predicted general anxiety symptoms. Current relationship and/or attachment difficulties predicted general anxiety and prenatal anxiety subdimensions. Pregnancy wantedness significantly predicted one pregnancy-specific anxiety dimension. Pregnancy wantedness, suboptimal personal attachment experiences, and current relationship and/or attachment difficulties are risk factors for prenatal anxiety.