This study aims to discuc the practice of religion by pregnant women and the factors that cause anxiety when undergoing her first pregnancy. In addition to knowing the steps or strategies taken to overcome anxiety in pregnant women, especially the first pregnancy. This research uses a qualitative approach. The study was conducted at the Sultan Agung Yogyakarta Pharmacy which is one of the pharmacies as well as clinics to check up pregnant women. Determination of informants using purposive techniques. Data collection is done by in-depth interviews, observation and documentation. The results of this study indicate that the practice of religion carried out by pregnant women is different, ther is an increasem decrease and remain that makes a sense of anxiety and wory to be reduced. Furthemore, the causes of anxiety in pregnant women also vary, there is anxiety due to body conditions, hearing the experience of neighbors, want to quickly find out the condition of the fetus from day to day and eating patterns when undergoing the first pregnancy. Then the steps or strategies taken by pregnant women also different, namely by asking parents’ prayers, given affection by their husbands and family, watching shows on social media, to doing relaxation to themselves, but mostly by doing dzikir, prayer and prayer.