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Less than one-third of pregnant women in the U.S. meet prenatal nutrition, exercise, and stress management health behavior guidelines. Low rates of these prenatal health behaviors have been especially observed among low-income, ethnic minority women, placing them and their infants at a disproportionally higher risk for health complications. Yet, few studies have identified factors associated with these prenatal health behaviors in this population. This study examined whether certain demographic (e.g., ethnicity) and psychosocial characteristics (i.e., coping, stress, pregnancy-specific stress, and depression) were associated with prenatal nutrition (i.e., high-fat food and fruit and vegetable intake), exercise, and stress management health behaviors in 100 low-income, pregnant women (39% African American, 30% foreign-born Latinas, 15% U.S.-born Latinas, 10% non-Hispanic white, and 6% Asian American/Pacific Islander) in southern California using an embedded, mixed-methods, cross-sectional design. Results demonstrated that ethnic minority women who experienced more stress and used more maladaptive coping strategies (e.g., avoidance) were particularly at risk of consuming more high-fat foods and engaging in less exercise and stress management during pregnancy. Qualitative responses revealed women’s experiences with these prenatal health behaviors. These findings highlight the need for interventions and collaborative care models that target psychosocial factors in order to optimize prenatal health behaviors and health outcomes among ethnic minority women.