A 2012 committee opinion from the American College of Obstetricians and Gynecologists highlights the considerable increase in opioid addiction in recent years, yet little is known about clinical correlates of prescribed opioids among pregnant women. This study examines clinical and demographic factors associated with the use of opioid analgesics in pregnancy. Data were derived from a prospective cohort study of pregnant women. Participants were administered the Composite International Diagnostic Interview to identify depressive and anxiety disorders and data on medication use were gathered at three assessment points and classified according to the Anatomical Therapeutic Chemical Code (ATC) classification system ATC group N02A. Participants included 2,748 English or Spanish speaking pregnant women. Six percent (n = 165) of women used opioid analgesics at any point in pregnancy. More pregnant women using opioids met diagnostic criteria for major depressive disorder (16 vs. 8 % for non users), generalized anxiety disorder (18 vs. 9 % for non users), post-traumatic stress disorder (11 vs. 4 % for non users) and panic disorder (6 vs. 4 % for non users). Women who reported opioid use were also significantly more likely than non users to report using illicit drugs and almost three times as likely to report smoking cigarettes in the second or third trimester of pregnancy (4 and 23 %, respectively) as compared to non-opioid users (0.5 and 8 %). The use of opioids in pregnancy was associated with higher levels of psychiatric comorbidity and use of other substances as compared to non-opioid users.