This study involved 406 Māori women (mean age, 27.6 years) and 738 non-Māori women (mean age, 31.6 years), who all completed a questionnaire in late pregnancy recording their prior history of mood disorders; self-reported current depressive symptoms (≥13 on the Edinburgh Postnatal Depression Scale), current anxiety symptoms (≥6 on the anxiety items from the Edinburgh Postnatal Depression Scale), significant life stress (≥2 items on the Life Stress Scale) and dysfunctional worry (>12 on the Brief Measure of Worry Scale). Compared with non-Māori women, Māori women were more likely to report depressive symptoms (15% vs 22%), anxiety symptoms (20% vs 25%), significant life stress (30% vs 55%) and a period of poor mood during the current pregnancy (14% vs 18%). Of those who had experienced ≥2 weeks of poor mood during the current pregnancy, less than half had sought help. Younger age independently predicted depressive symptoms, significant life stress and dysfunctional worry. Women with a prior history of depression were more likely to experience negative affect in pregnancy.