Background: Antenatal stress has been associated with adverse outcomes in mothers and their children. However, little research has been conducted to identify the factors associated with psychosocial stress in pregnant women. Purpose: This study explored the predictors of psychosocial stress during pregnancy. Methods: A convenience sample of 136 second-trimester and 164 third-trimester pregnant women were recruited from a medical center in southern Taiwan. Data were collected using a demographic form, Pregnancy Stress Rating Scale (PSRS), Edinburgh Prenatal Depression Scale, Pittsburgh Sleep Quality Index, Maternal-Fetal Attachment Scale, and Interpersonal Support Evaluation List. Results: The results of this study found positive correlations between PSRS and both Edinburgh Prenatal Depression Scale (r = .368, p < .01) and Maternal-Fetal Attachment Scale (r = .168, p < .01) and negative correlations between PSRS and both gravidity (r = -.137, p < .05) and Interpersonal Support Evaluation List (r = -.266, p < .01). Higher pregnancy stress was predicted by depression, lower social support, maternal-fetal attachment, and primigravid status, which together explained 20% of the total variance. Conclusions/Implications for Practice: Depression, social support, maternal-fetal attachment, and gravidity are discrete predictive factors of psychosocial stress in pregnant women. These findings add to existing knowledge of the factors associated with prenatal stress. Future research should include depression in a support model of antenatal stress management.