Background: Asthma is a very prevalent disease with special characteristics during pregnancy, however little is known about its relation to the psychological wellbeing of women in this period; We aimed to know whether depression and anxiety symptoms are more frequent in asthmatic pregnant women. (2) Methods: Family Apgar (week 20), Edinburgh (weeks 20 and 32) and STAI (week 32) tests were administered to 738 pregnant women (81 asthmatics) in the NELA birth cohort; (3) Results: There were no significant differences between asthmatic and non-asthmatic pregnant women in any of the different tests at any of the time points. The mean? scores for the different tests and timepoints between asthmatic and non-asthmatic pregnant women were: Apgar 20, 17.9±2.2 vs. 10.0±2.2; Edinburgh 20, 6.7±4.2 vs. 6.9±4.3; Edinburgh 32, 5.9±4.4 vs. 5.6±4.3; and STAI 32, 16.7±8.4 vs. 15.8±8.3. The proportion of pregnant women out of the normal range score for any of the tests and time points was also similar in both populations. (4) Conclusions: Asthma is not associated with the psychological wellbeing among pregnant women.