In recent years, there have been changes in the approach to maternal psychiatric disorders and their effects on the fetus, with the focus redirected to the search for biological markers. Neurotrophic factors and inflammatory processes have received particular attention in the past few years. According to the Structured Clinical Interview for Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition (DSM-IV), the study sample (n = 136) consisted of three groups: mothers with major depressive disorder (MDD group, n = 25), mothers with anxiety disorder (AD group, n = 18), and mothers without any psychiatric disorders (not diagnosed (ND) group, n = 93). During the delivery/cesarean section, a blood sample was obtained from the umbilical cord. Serum concentrations of BDNF, NT-3, FGF2, TNF-α, and neopterin were determined by enzyme-linked immunosorbent assay (ELISA), according to the manufacturer’s procedure. Clinical and biochemical characteristics were assessed. We did not find a significant difference among the three study groups with regard to BDNF, NT-3, and TNF-α levels. The ANOVA test indicated statistically significant differences in FGF2 levels and neopterin between the study groups. The newborns of mothers with AD had significantly higher FGF2 levels and significantly higher neopterin levels when compared with those of mothers with MDD and healthy mothers. The present study sheds light on the effects of higher FGF2 and neopterin levels in fetuses exposed to AD. Our results should be replicated through further prospective studies with a larger sample size.