Social support and physical activity are mentioned among the numerous factors affecting the emotional state of pregnant women. Therefore, the aim of the study was to assess the level of perceived stress and anxiety in pregnant women depending on social support and their physical activity both before and during pregnancy and find the factors that affected the level of perceived stress. Methods. A total of 373 pregnant women were qualified for the study. The Perceived Stress Scale (PSS-10), the State-Trait Anxiety Inventory (STAI), and a self-administered questionnaire were used. Results. In the study group, a high level of stress and anxiety were noted. A comparative analysis showed that physically active women before pregnancy, women attending childbirth classes and remaining in a relationship, were characterized by a lower level of stress and anxiety compared to physically inactive women, women who did not participate in childbirth classes and were single. A multiple linear regression analysis showed that participation in childbirth classes, physical activity before pregnancy, the level of anxiety as a trait, and women’s age had the most significant impact on the stress level of surveyed women. Conclusions. Further research among pregnant women and women in the postpartum period is needed to confirm the benefits of physical activity and to identify as many factors as possible that may affect the emotional state of pregnant women.