Maternal anxiety is common during the perinatal period, and despite the negative outcomes of anxiety on the mother and infant, its treatment has received limited attention. This paper describes the first review of psychological interventions for clinical anxiety during the perinatal period. A systematic search was carried out of six electronic databases. Five studies which evaluated psychological interventions for clinical anxiety in perinatal women were identified. Of the five studies included, four were open trials and one was a randomised controlled trial. Three studies evaluated group-based interventions; one study evaluated an online-delivered intervention; and one study a combined pharmacologic-psychological intervention. All participants demonstrated significant reductions in anxiety symptom severity from pre- to post-treatment. However, this review was limited to published literature evaluating treatments for clinical anxiety in perinatal women, which may have excluded important intervention studies and prevention programs, and unpublished literature. This review identifies an area of research that needs urgent attention, as very few studies have evaluated psychological treatments for perinatal anxiety. The studies included in this review demonstrate that symptoms of anxiety during the perinatal period appear to improve during treatment. Future research is needed to establish the efficacy of perinatal anxiety interventions in randomised controlled trials, whether reductions persist long term and whether benefits extend to other outcomes for the mother, infant and family.