INTRODUCTION Anxiety and depression during pregnancy could imply difficulties in the attachment to the unborn baby. The objective of this study was to investigate the prevalence and change in anxiety and depressive symptoms in pregnant women with fear of birth. Another aim was to explore associations between symptoms of anxiety and depression on prenatal attachment. METHODS This is a longitudinal cohort study of 77 pregnant women with fear of birth in three hospitals in Sweden. Data were collected by three questionnaires in mid and late pregnancy and two months after birth. RESULTS Anxiety symptoms were more often reported than depressive symptoms, significantly decreasing over time in both conditions. Anxiety symptoms were associated with low education level, negative feelings towards the upcoming birth, and levels of fear of birth. Depressive symptoms were associated with levels of fear of birth. One in five women presented with fear of birth, anxiety, and depressive symptoms, suggesting that co-morbidity was quite common in this sample. Depressive symptoms and co-morbidity were negatively associated with prenatal attachment. CONCLUSIONS This study shows that symptoms of anxiety and depression in women with fear of birth vary over time and that co-morbidity is quite common. Lack of emotional well-being was related to prenatal attachment. Healthcare professionals must identify and support women with anxiety and depressive symptoms and fear of birth so that difficulties in the relationship between the mother and the newborn baby might be reduced.