This was an observational, longitudinal study investigated the association between anxiety and depression in trimesters of pregnancy and early postpartum with weight retention 1 year after childbirth. Sixty-two pregnant women aged 18–35 years with a BMI of 35 or higher and 245 pregnant women with normal BMI (BMI 18.5–24.9 kg/m²) were recruited at their initial prenatal visit in the health centers. The Edinburgh Postnatal Depression Scale (EPDS) and Beck Anxiety Inventory (BAI-II) were completed in five time points, the first, second, third trimester of pregnancy, 6–8 weeks and 12 months after delivery. Pre-pregnancy weight and weight retention at 1 year postpartum was measured. A significant relationship was found between first trimester (adjusted mean difference: aMD 3.416; 95% CI 1.392–5.441) and postpartum (aMD 3.042; 95% CI 0.538–5.547) depression as well as first trimester’s anxiety (aMD 3.050; 95% CI 0.631–5.470) with weight retention at 1 year after childbirth.