Little is known about the mental health of pregnant women in prison in England or the factors which impact admissions to prison mother and baby units (MBUs). Research from the UK suggests women with more ‘stable’ backgrounds and lower prevalence of mental disorder are more likely to be admitted to prison MBUs. Eighty-five pregnant women were interviewed in eight different prisons. Schedules for the Clinical Assessment of Neuropsychiatry (SCAN) and Edinburgh Postnatal Depression Scale (EPDS) were used to assess mental health; Severity of Dependence Questionnaire (SOD-Q) for drug misuse; Alcohol Use Identification Test (AUDIT) for hazardous drinking; and the Structured Clinical Interview for DSM-IV (SCID-II) to identify personality disorder. Fifty-one per cent of participants had depression and 57% had anxiety. Those who were working prior to imprisonment were more likely to be admitted to MBUs, and those with a prior social services involvement, diagnosis of personality disorder or history of suicidality were less likely to be admitted. The high levels of depression and anxiety can have negative impacts on both the mother and her unborn child. Factors which influence MBU admission suggest those who might benefit most from MBU placement are least likely to be admitted.