t's important to treat mental health concerns during pregnancy. Mothers who are depressed, anxious, or have another issue might not get the medical care they need. They might not take care of themselves, or they may use drugs and alcohol during the pregnancy. All of these things can harm a growing baby.. Try Prenatal Yoga. ... Practice Positive Self Talk. ... Consider Therapy. ... Embrace Body Positivity. ... Stay Connected. ... Check in With Your Partner Regularly. ... Get Physical Exercise. ... Take Your Prenatal Vitamin.