Despite interest in unequal maternal and child health, previous research has not focused on educational differences in anxiety and depressive symptoms during pregnancy, although they threaten maternal and child wellbeing. Using the prospective FinnBrain Cohort Study data on 2763 pregnant women over the three pregnancy trimesters and Finnish register data, we estimated multilevel regressions to describe educational differences in prenatal anxiety and depressive symptoms and to analyze whether they can be explained by socioeconomic background, parental mental disorders and adverse experiences during childhood. Prenatal anxiety was measured by the Symptom Checklist (SCL-90-anxiety subscale) and depressive symptoms by the Edinburgh Postnatal Depression Scale (EPDS). The results showed less anxiety and depressive symptoms among more educated pregnant women. In accounting for the educational differences, we found support for both the social selection and the social causation perspectives. Adverse childhood experiences partly explained the educational differences, highlighting the role of an undisturbed childhood environment in prenatal mental health disparities. Results from the regression models as well as sensitivity analyses also suggested that education is likely to buffer against prenatal distress.