Pregnancy and the transition to motherhood involve important psychological and social changes in the mother, which have been related to the presence of anxiety and depression symptoms. Therefore, the aim of this study is to investigate aspects of mental health in pregnant patients, which could help in the early detection of mood pathologies, anxiety and suicidal behaviors. The results show that only a small number of pregnant women have been addressed in relation to their mental health in routine maternity controls, overlooking moderate/severe depression/anxiety, and even self-harming ideations. The mandatory regular visits for the control of pregnant women in both primary care and hospital care are a good opportunity to inquire about possible mood disorders, presence of anxious symptoms and suicidal ideation in this patient population, with the possibility of referral to the Emergency Department or Mental Health specialists, or simply to follow up these patients more closely.