During pregnancy, women face different problems which compromise their well-being, and they can present high levels of anxiety, depression, and negative affects. However, a resilient woman is more likely to overcome these problems, avoiding their effects on maternal attachment. This study aimed to test the mediating role of resilience to explain the relationship between negative indicators of well-being and maternal bond. Participants were 335 women in their first pregnancy with a mean age of 28.9 years, which answered the following measures: Beck Anxiety Inventory, Beck Depression Inventory, Perceived Stress Questionnaire, Pittsburgh Sleep Quality Index, Negative Affect Scale, Resilience Scale, and demographic questions. Results indicated that, consistently, resilience mediated the correlation between negative indicators of well-being (anxiety, depression, negative affects, sleep quality, and stress) and maternal bond. In conclusion, these findings support the importance of resilience during pregnancy, which can work as a protective factor to negative experiences in this life stage, promoting a positive relationship between mothers and their babies. Thus, these data highlight the importance of promoting women resilience in this important stage of their lives.