Exploration of photoplethysmography (PPG), a technique that can be translated to the clinic, has the potential to assess the autonomic nervous system (ANS) through heart rate variable (HRV) in pregnant individuals. This novel study explores the complexity of mental health of individuals in a clinical sample responding to a task in late pregnancy; finding those with several types of past or current anxiety disorders, greater trait anxiety, or greater exposure to childhood traumatic events had significantly different HRV findings from the others in the cohort. Lower high frequency (HF), a measure of parasympathetic activity, was found for women who met the criteria for the history of obsessive–compulsive disorder (OCD) (p = 0.004) compared with women who did not meet the criteria for OCD, and for women exposed to greater than five childhood traumatic events (p = 0.006) compared with those exposed to four or less childhood traumatic events. Conversely higher low frequency (LF), a measure thought to be impacted by sympathetic system effects, and the LF/HF ratio was found for those meeting criteria for a panic disorder (p = 0.006), meeting criteria for social phobia (p = 0.002), had elevated trait anxiety (p = 0.006), or exposure to greater than five childhood traumatic events (p = 0.004). This study indicates further research is needed to understand the role of PPG and in assessing ANS functioning in late pregnancy. Study of the impact of lower parasympathetic functioning and higher sympathetic functioning separately and in conjunction at baseline and in relation to tasks during late pregnancy has the potential to identify individuals that require more support and direct intervention.