During pregnancy, the hypothalamic-pituitary-adrenal (HPA) axis, the main regulator of the stress response, undergoes dramatic changes. The acoustic startle response (ASR) and the prepulse inhibition (PPI) of the startle response are neurophysiological research tools and objective measures of an individual's response to an emotional context or stressor. The ASR and PPI are influenced by psychiatric diseases characterized by anxiety symptoms and are sensitive to cortisol. Hence, the ASR and the PPI can be used to investigate the effects of pregnancy-induced endocrine changes and their contribution to affective disorders. The present study sought to investigate the association between measures of HPA-axis responsiveness, startle reactivity and sensorimotor gating during pregnancy that to date remains unknown. The eye-blink component of the ASR, and its prepulse inhibition, were measured in 107 late third trimester pregnant women. Saliva samples were collected to assess the cortisol awakening response (CAR), a measure of HPA-axis activity. Blood was sampled to measure serum levels of cortisol, cortisone and the cortisone to cortisol ratio. Ongoing anxiety disorders, sleep duration, smoking, and age were considered as potential confounders in the statistical analyses. CAR reactivity, measured as area under the curve (AUC) increase and above baseline, was positively associated with baseline startle magnitude [Cohen's d = 0.27; F (1, 105) = 4.99; p = 0.028, and Cohen's d = 0.30; F (1, 105) = 6.25; p = 0.014, respectively] as well as PPI at 86 dB [Cohen's d = 0.29; F (1, 105) = 5.93; p = 0.017; and Cohen's d = 0.34; F (1, 105) = 8.38; p = 0.005, respectively]. The observed positive correlation between startle magnitude in pregnant women and greater increase in cortisol during the awakening response may be interpreted as heightened neurophysiological reactivity, likely associated with dysregulation of the stress system.