Antepartum anxiety and/or depression is a major public health problem globally. The aim of this study was to estimate the frequency of antepartum anxiety and/or depression among pregnant women. This was a cross-sectional study conducted in a tertiary care hospital among pregnant women. A total of 165 pregnant women were interviewed by a clinical psychologist using HADS for assessing anxiety and/or depression and also collected information regarding sociodemographic, obstetric, family relationships, and home environment. Out of the total of 165 pregnant women about 70 percent of them were either anxious and/or depressed. The increasing age of women (P-value = 0.073), not having any live birth (P-value = 0.036), adverse pregnancy outcome in past including death of a child, stillbirth or abortion (P-value = 0.013), participant's role in household decision making (P-value = 0.013), and domestic violence (verbal or physical abuse towards mother or children by any family member) (P-value = 0.123). Our study highlights that anxiety and/or depression is quite common among pregnant women. Therefore, there is a need to incorporate screening for anxiety and depression in the existing antenatal programs and development of strategies to provide practical support to those identified.