BackgroundStudies have evidenced the close relationships between movement behavior [physical activity (PA), sedentary behavior (SB), and sleep duration)] and anxiety. Capturing 24 h of these maternal movement behaviors during pregnancy is necessary to understand their relationships. MethodsIn a cross-sectional study design, a total of 946 prenatal women filled Pregnancy Physical Activity Questionnaire–Chinese version, Pregnancy-Related Anxiety Questionnaire, and 7-item Generalised Anxiety Disorders scale between May 2020 and April 2021. An Isotemporal Substitution Model was used to estimate the per-hour effects of replacing one behavior. ResultsReplacing moderate-to-vigorous PA(MVPA), light PA (LPA), or SB with sleep could reduce both general and pregnancy-specific anxiety (LPA, B = −0.61∼−0.37, P ≤ 0.01; MVPA, B = −0.35, P = 0.03; SB, B = −0.45∼−0.34, P ≤ 0.01). Replacing SB with MVPA could reduce pregnancy-specific anxiety in the group without adequate sleep duration (SB, B = −0.62,95%CI = −1.13∼−0.17). As for the types of PA, replacing household, occupational or inactivity PA with transportation PA or sleep duration reduced general anxiety (household PA: B = −0.51, 95%CI = −0.73∼−0.29, P < 0.001; occupational PA: B = −0.48, 95%CI = −0.69∼−0.27, P < 0.001; inactivity: B = −0.45, 95%CI = −0.68∼−0.24, P < 0.001). Replacing household PA, occupational PA, or inactivity with transport PA was associated with improved general anxiety (household: B = −0.33, 95%CI = −0.64∼−0.03, P = 0.29; occupational PA: B = −0.31, 95%CI = −0.62∼−0.003, P = 0.35; inactivity: B = −0.28, 95%CI = −0.56∼−0.01, P = 0.33). LimitationsA cross-sectional study design and self-reported measurement limits the reliability of study. ConclusionLonger time spent in sleep and MVPA may mitigate the negative effects of SB on anxiety.