Emotional distress during pregnancy has been frequently related to adverse outcomes, not only for the pregnant woman but also for the developing fetus. Self-reported mindfulness has been associated with several indices of well-being such as life satisfaction, physical well-being, and mental health. This study focused on the relationship between self-reported mindfulness and psychological distress (depressive symptomatology and pregnancy-related distress) in pregnant women, as research on this association during pregnancy is largely lacking. In this study, a brief Three-Facet Mindfulness Questionnaire (TFMQ-SF) was tested and validated using explorative factor analysis (EFA) and confirmative factor analysis (CFA) in two large samples of pregnant women from the same study (total N = 905). The TFMQ-SF showed adequate psychometric properties and correlated negatively with symptoms of depression and pregnancy-related distress, with medium to large effect sizes. This study showed the 12-item TFMQ-SF to be a valid instrument to evaluate self-reported mindfulness in pregnant women.