Objective Health-related quality of life allows the health care professionals to envisage new axes of improvement in antenatal care and is a core aspect of contemporary maternity care provision. This study aims to estimate the prevalence of anxiety symptoms and explore the relationship between anxiety symptoms and health-related quality of life among Chinese pregnant women. Methods A cross-sectional study was conducted in a local teaching hospital in Guangzhou, China between April and June, 2018. Seven hundred and seventy Chinese pregnant women completed the 36-Item Short-Form Health Survey (SF-36), the Self-rating Anxiety Scale (SAS) and socio-demographic questionnaires. Results 18.2% women were classified as having elevated anxiety symptoms as evidenced by a SAS score >= 50. Compared with women without anxiety symptoms, the pregnant women with anxiety symptoms had worse physical (SF36-PCS) and mental (SF36-MCS) health-related quality of life and a lower level of seven domains of SF-36 (GH, RP, BP, VT, SF, RE and MH). Elevated anxiety symptoms predicted worse physical (SF36-PCS) and mental (SF36-MCS) health-related quality of life. The third trimester predicted a lower level of physical (SF36-PCS) health-related quality of life, while an unsatisfied relationship with mother-in-law predicted a lower level of mental (SF36-MCS) health-related quality of life. Conclusions The pregnant women with anxiety symptoms had impaired health-related quality of life. Health care professionals should identify pregnant women with anxiety symptoms and facilitate their treatment, which could improve their health-related quality of life.