Maternal depression and anxiety during pregnancy are public health concerns. They are commonly reported among pregnant women from all over the world. Maternal mental health has not been prioritized, especially in low- and middle-income countries. To evaluate depression and anxiety among pregnant women who receive antenatal care in four randomly selected hospitals in Enugu, Nigeria. A multicenter questionnaire-based cross-sectional survey of 434 pregnant women was conducted at four selected health institutions offering antenatal services in Enugu, Enugu State. The prevalence of anxiety and depression was assessed using the hospital anxiety and depression scale (HADS). Factors associated with anxiety and depression were determined using logistic regression. P <0.05 was taken as significant. The mean age of study participants was 30.09 ± 5.12 years. The proportion of participants with depressive symptoms and borderline depressive symptoms was 9.7% and 11.1%, respectively. The proportion of participants with anxiety symptoms and borderline anxiety symptoms was 10.1% and 15.7%, respectively. Husband's employment status (P = 0.033, odds ratios (OR) =0.354, 95% confidence intervals (CI) =0.137-0.918) and gestational age (P = 0.042, OR = 2.066, 95% CI = 1.028-4.151) were the only factors associated with depressive symptoms, while only educational level (P = 0.001, OR = 3.552, 95% CI = 1.674-7.537) and husband's employment status (P = 0.013, OR = 0.295, 95% CI = 0.113-0.772) were the only factors associated with anxiety symptoms. Anxiety and depressive symptoms are relatively common in antenatal women in Enugu. The factors associated with depressive and anxiety symptoms were the respondent's educational level, gestational age, and the employment status of the husband.