Aim Women with a history of recurrent miscarriage are a vulnerable population. This study aimed to examine changes and relationships among anxiety, depression and social support across three trimesters of pregnancy in women with a history of recurrent miscarriage. Methods A prospective, longitudinal study was employed. A convenience sample of 166 pregnant women with a history of recurrent miscarriage completed the measures at their 6-12, 20-24 and 32-36 gestational weeks. Results The prevalence of anxiety at early, middle and late pregnancy was 47.6%, 36.1% and 32.5%, respectively, whereas that of depression was 38%, 34.3% and 31.3%, respectively. Social support scores increased from early pregnancy to middle pregnancy then remained in late pregnancy. There were correlations among anxiety, depression and social support across pregnancy. Conclusions Anxiety and depression were highly prevalent in pregnant women with a history of recurrent miscarriage, especially in early pregnancy when the level of social support was the lowest. Social support is an essential buffer against anxiety and depression throughout the pregnancy.