No / Significant changes in endogenous plasma hormone levels are required to sustain pregnancy which provides a unique opportunity to study their effect on cognitive function. Four carefully selected tests from the Cambridge Neuropsychological Automated Test Battery (CANTAB) were administered to assess the cognitive function of a group of 23 women during each trimester of pregnancy and at three months following birth. Test scores were compared with a control group of 24 non-pregnant women. The Edinburgh Postnatal Depression Scale was administered to assess anxiety and risk of depression. The National Adult Reading Test (NART) was used as a measure of verbal intelligence. Plasma hormone levels were measured at each time-point. The pregnant group scored significantly lower than the control group on the Spatial Recognition Memory (SRM) test at the second trimester and postpartum assessments (p ⩽ 0.004). A significant pregnant group-time interaction (p = 0.005) for SRM performance was demonstrated. Compared to their first trimester assessment, the pregnant group scored on average 11.7% less on each subsequent SRM test. The pregnant group reported more symptoms of anxiety and depression compared to the control group (EPDS-4 point increase in mean score at each assessment, p = 0.002). There were no plasma hormone levels and test score associations identified.