Latina women living in the USA experience disproportionately higher rates of psychological distress compared to their non-Latina White counterparts. Poor maternal mental health during pregnancy can contribute to intergenerational mental health disparities. Through this pathway, mothers’ experiences, environments, and exposures (henceforth “exposures”) during pregnancy become biologically embodied and can negatively affect the fetus and life-long developmental trajectories of her child. One of the exposures that can affect mother–offspring dyads is the neighborhood. With the goal of integrating anthropological and sociological theories to explain mental health disparities among pregnant Latina women, we explored how perceptions of neighbor attitudes may influence mental health during pregnancy. We analyzed self-reported responses from 239 pregnant Latina women in Southern California (131 foreign-born, 108 US-born) on their mental health and perceived attitudes of their neighbors using multiple linear regression models. Among foreign-born Latina women, living in neighborhoods with more favorable views of Latinos was associated with lower depression scores (pooled β = − .70, SE = .29, p = .019) and lower pregnancy-related anxiety scores (pooled β = − .11, SE = .05, p = .021), but greater state anxiety scores (pooled β = .09, SE = .04, p = .021). Among US-born women, there were no associations between neighbor attitudes and mental health. Overall, results suggest that social environments are correlated with mental health and that foreign-born and US-born Latinas have varied mental health experiences in the USA. Our findings highlight the importance of improving aspects of neighborhood cohesion as part of maternal–fetal care management.