This study was conducted to determine the relationship between possible clinical anxiety and depression, prenatal attachment, and risk perception in pregnancy in women who become pregnant again after perinatal loss. The study was designed as a descriptive and cross-sectional survey utilizing a correlational design. A total of 302 pregnant women were enlisted through purposive sampling methods for the survey. The data were collected from the pregnant women by using a pregnancy information form, hospital anxiety and depression scale, prenatal attachment inventory, and risk perception in pregnancy scale. Pearson correlations and multi-linear regression analyses were used to evaluate the study data. Women who became pregnant again after perinatal loss had a prenatal attachment score of 63.1 (SD 9.4) and a risk perception score of 60.3 (SD 36.9), while 64.2% (n = 194) of the pregnant women had severe anxiety, and 76.5% (n = 231) had severe depression. The study revealed a positive and highly significant relationship between pregnant women’s risk perception of themselves and their baby and anxiety and a positive and moderately significant relationship with depression (p < 0.001). Furthermore, in women who became pregnant again after perinatal loss, severe anxiety and depression were important associated risk factors that increased the perception of pregnancy risk in 61% of cases (F = 239.889, p < 0.001). However, no relationship was found between pregnant women’s prenatal attachment status and anxiety and depression (p > 0.05). It is recommended that health professionals evaluate the levels of prenatal attachment and risk perception in pregnancy, possible clinical anxiety, and depression in pregnant women with a history of prenatal loss and plan the care, education, and counseling based on the results of this investigation.