Women are vulnerable to anxiety during pregnancy and postpartum. However, little is known about antenatal anxiety and neural processing of infant-relevant information. In this experiment, the N170, P300, and LPP (late positive potential) event-related potentials were measured from 43 pregnant women as they viewed infant and adult faces, which were either neutral or distressed in expression. Mother's self-reported anxiety levels were also assessed. The N170 was comparable across face conditions and was not associated with anxiety. However, our central finding was that greater levels of antenatal anxiety were associated with a larger LPP, but only for neutral infant faces. Results suggest that antenatal anxiety may result in deeper processing of neutral, emotionally ambiguous, infant faces during pregnancy. These findings are discussed in light of other work indicating an interpretive bias toward threat in response to neutral stimuli in anxiety.