Anxiety and vitamin D deficiency are both common in pregnancy, but research into the relationship between vitamin D levels and perinatal anxiety is sparse. We sought to examine whether an association exists and compare the distribution of vitamin D levels in women with and without anxiety symptoms. We analyzed 25-hydroxyvitamin D using ab213966 25(OH) vitamin D enzyme-linked immunosorbent assay in 54 women with and 47 women without anxiety symptoms at the first, second, and third trimesters and at 6 weeks postpartum. We conducted univariate and chi-square analyses to compare the frequencies of non-optimal and optimal vitamin D levels between the anxiety and non-anxiety groups at each timepoint. Overall, vitamin D levels were lower in the first and second trimesters than in the third trimester. In the first trimester only, the non-anxiety group had a marginally higher proportion of women with optimal vitamin D levels when compared to the anxiety group. Many pregnant women have insufficient or deficient levels of vitamin D, and our exploratory findings point to the need for further research into whether this differs between women with anxiety compared to healthy women.