Background: Antenatal anxiety may have long-term negative effects on pregnancy outcome. Antenatal anxiety can also be detrimental to maternal health during pregnancy. Therefore, this study aimed to determine the association between pregnancy-specific anxiety and preterm birth in pregnant women. Methods: This prospective cohort study was conducted on 208 pregnant women who were referred to the prenatal clinic of Al-Zahra hospital in Rasht. Sampling was conducted through convenient (simple) method. Data gathering tools were a demographic characteristics questionnaire and pregnancy-specific anxiety scale. The data were analyzed using SPSS version 19. General Linear Model (GLM)-Repeated Measures test were used to study variations in anxiety along pregnancy period and tested levels of significance among inter-trimester anxiety scores. Results: Results of the study showed that change in pregnancy-specific anxiety is significantly associated with preterm birth among participants in this study. Second trimester pregnancy-specific anxiety was not associated with preterm birth, but third trimester pregnancy-specific anxiety was associated with preterm birth. Conclusion: According to the results of this study, third trimester pregnancy-specific anxiety was associated with preterm birth. Therefore, the health care providers should pay special attention to pregnancy-specific anxiety.