This study compares effectiveness of cognitive behavioral training (CBT) and positive psychology training (PPT) on psychological health of pregnant women with pregnancy anxiety. We studied forty-five pregnant women with pregnancy anxiety in two experimental and control groups. All participants completed a demographic questionnaire, PDQ, ASI, WHOQOL-BREF and CD-RISC in two stages and CBT and PPT were taught for experimental groups. The results showed a significant difference between experimental and control groups in total scores of pregnancy anxiety, quality of life, anxiety sensitivity and resilience (F(8,70) = 11.63, P < .001, Wilks' Λ = .184, partial η2 = .571) but no meaningful difference between effectiveness of CBT and PPT on psychological health of pregnant women with pregnancy anxiety (P > .001). According to the results, CBT and PPT both have substantial impacts on improving psychological health of pregnant women with pregnancy anxiety; however, there is no statistically significant difference between efficiency of CBT and PPT.