Anxiety is highly prevalent in many populations; however, the burden of anxiety disorders amongst pregnant women in low-resource settings is not well documented. We investigated the prevalence and predictors of antenatal anxiety disorders amongst low-income women living with psychosocial adversity. Pregnant women were recruited from an urban, primary level clinic in Cape Town, South Africa. The Mini-International Neuropsychiatric Interview diagnostic interview assessed prevalence of anxiety disorders. Four self-report questionnaires measured psychosocial characteristics. Logistic regression models explored demographic and socioeconomic characteristics, psychosocial risk factors and psychiatric comorbidity as predictors for anxiety disorders. Amongst 376 participants, the prevalence of any anxiety disorder was 23%. Although 11% of all women had post-traumatic stress disorder, 18% of the total sample was diagnosed with other anxiety disorders. Multivariable analysis revealed several predictors for anxiety including a history of mental health problems (adjusted odds ratio [AOR] 4.11; 95% confidence interval (CI) 2.03-8.32), Major depressive episode (MDE) diagnosis (AOR 3.83; CI 1.99-7.31), multigravidity (AOR 2.87; CI 1.17-7.07), food insecurity (AOR 2.57; CI 1.48-4.46), unplanned and unwanted pregnancy (AOR 2.14; CI 1.11-4.15), pregnancy loss (AOR 2.10; CI 1.19-3.75) and experience of threatening life events (AOR 1.30; CI 1.04-1.57). Increased perceived social support appeared to reduce the risk for antenatal anxiety (AOR 0.95; CI 0.91-0.99). A range of antenatal anxiety disorders are prevalent amongst pregnant women living in low-resource settings. Women who experience psychosocial adversity may be exposed to multiple risk factors, which render them vulnerable to developing antenatal anxiety disorders.