Little research has examined the usefulness of positive well-being factors during pregnancy. Recent mindfulness research demonstrates that inconsistencies and the suitability of extant measures have yet to be examined in pregnancy. Effects of gratitude during pregnancy have yet to be examined despite consistently reported benefits in non-pregnant groups. The aims of this paper were to develop the Gratitude during Pregnancy (GDP) scale, validate the Mindfulness Awareness Attention Scale (MAAS) and examine the importance of gratitude and mindfulness during pregnancy. In study 1, 375 pregnant women completed gratitude and mindfulness measures. The one-factor structure of the MAAS was retained and demonstrated good reliability α = 0.88. Using exploratory factor analysis, an 18-item GDP scale was developed, demonstrating good reliability α = 0.89. The four GDP factors are as follows: general gratitude, physical changes, antenatal care and social support. In study 2, 87 pregnant women completed well-being questionnaires, including the GDP and MAAS. Gratitude correlated with positive affect, life satisfaction and pregnancy uplifts (p < .001); mindfulness correlated negatively with negative affect and pregnancy hassles (p < .001) and positively correlated with positive affect and pregnancy uplifts (p < .05). These findings highlight the importance of mindfulness and gratitude and provide a reliable means to measure both constructs during pregnancy.