The objective of this study was to compare the diagnostic validity of two measures, the Aga Khan University Anxiety and Depression Scale (AKUADS) and the How I Feel scale, for assessing anxiety and depression among pregnant women in Pakistan. The sample included 200 pregnant women in Hyderabad, Pakistan. Using psychiatrist-administered Diagnostic and Statistical Manual of Mental Disorders-fourth edition (DSM-IV) criteria, 71 (36%) of the women were diagnosed with depression or anxiety or both. Receiver operating characteristic (ROC) analyses indicated that the two scales had similar levels of discrimination. This study represents an important initial step in developing measures to assess the psychological well-being of Pakistani pregnant women. Additional research is needed, however, to improve the sensitivity and specificity of these scales by removing items that do not function well in this population.