The authors examined the effects of personality and pregnancy worries on pregnant women’s mental and physical health with 154 women in the first half of their gestational period. Self-report questionnaires were used to collect information about control variables, sociodemographic (age, educational level, and work), and pregnancy variables (previous miscarriages, weeks of gestation, and planned pregnancy). Personality was measured using the NEO Five-Factor Inventory, pregnancy worries by the Cambridge Worry Scale, psychiatric clinical symptomatology using the Symptom Checklist-90-R (SCL-90-R), and physical symptomatology with the Nausea and Vomiting in Pregnancy Instrument. Significant relations were observed between pregnancy worries, the traits of agreeableness and neuroticism, and all the SCL-90-R dimensions. The analyses revealed a direct effect of neuroticism and agreeableness on pregnancy worries. Pregnancy worries mediated the effects of both neuroticism and agreeableness on interpersonal sensitivity, hostility, and paranoid ideation. Worries were found not to have mediating effects between personality and somatic symptomatology. These results suggest that neuroticism exerts a negative effect on the psychological health of pregnant women, whereas agreeableness has a positive effect (both as a direct effect and as an indirect effect mediated by pregnancy worries). These findings have important practical implications regarding the planning of health care programs for pregnant women: Specifically, health professionals must take personality into account as a potential determinant of pregnant women’s health, not only for the prevention of risks (in the case of neuroticism) but also for promoting health (in the case of agreeableness).