Background <p>Pregnancy-related anxiety can adversely affect maternal and fetal health; therefore, understanding its related factors is essential. This study aimed to determine the cognitive-psychological predictors of pregnancy-related anxiety among pregnant women.</p> Methods <p>This cross-sectional study was conducted on 400 pregnant women who were covered by urban comprehensive health service centers in Urmia. Data were collected using a demographic questionnaire; the Pregnancy-Related Anxiety Questionnaire-Revised (PRAQ-R2); the Edinburgh Postnatal Depression Scale (EPDS); the Multidimensional Scale of Perceived Social Support (MSPSS); the Childbirth Self-Efficacy Inventory (CBSEI); and the Maternal Health Literacy and Pregnancy Outcome Questionnaire (MHLAPQ). The data were analyzed using SPSS version 16. A <i>p</i>-value of less than 0.05 was considered statistically significant.</p> Results <p>The mean age of participants was 26.53 ± 4.87 years. The mean pregnancy-related anxiety score was 28.03 ± 9.08. Among the subscales of pregnancy-related anxiety, the lowest mean score was associated with concerns about own appearance, while the highest mean score was linked to fear of childbirth. Depression during pregnancy (B = 0.821, β = 0.523, <i>p</i> &lt; 0.001) and childbirth self-efficacy (B = − 0.048, β = −0.176, <i>p</i> &lt; 0.001) were significant predictors of pregnancy-related anxiety, whereas perceived social support and maternal health literacy were not significant predictors. The cognitive-psychological variables examined explained approximately 34% of the variance in pregnancy-related anxiety.</p> Conclusions <p>The results showed a moderate level of pregnancy-related anxiety in the study population. Therefore, it is recommended to incorporate early screening for pregnancy-related anxiety and its related factors into routine care. Furthermore, appropriate interventions should be implemented to reduce pregnancy-related anxiety by addressing its predictors.</p>