Introduction and objective: Multiple studies worldwide have shown that during the COVID-19 pandemic, there was an increased risk of depression and anxiety in women during the perinatal period. This study aimed to assess the severity of this phenomenon in the Polish population, and to investigate the potential risk factors and their relationship with COVID-19 related anxiety and labour anxiety. Materials and methods: Between February and November 2021, 122 women in the perinatal period were recruited to complete three sets of surveys: two during pregnancy and one during puerperium. The questionnaires used to evaluate the anxiety and depressive symptoms included Edinburgh Postnatal Depression Scale, Labour Anxiety Questionnaire and COVID-19 Pandemic-Related Anxiety Questionnaire. Results: It was shown that 26.2% of participants had symptoms indicating at least mild depression, and 61.4% of participants had increased labour anxiety. Women with a documented history of COVID-19 infection had significantly higher level of labour anxiety, whereas the severity of depression was not higher in their case. A positive correlation between COVID-19 related anxiety score and Edinburgh Postnatal Depression Scale score was found. The main concern associated with COVID-19 was the anxiety about the separation from the new-born baby, which was even higher than the fear of potential harm to the new-born resulting from COVID-19. Conclusions: These findings suggest that the percentage of women with perinatal depression during COVID-19 pandemic may have been higher than previously reported and it may be vital to improve perinatal screening of depression in Poland.