Introduction: Anxiety during pregnancy has negative consequences on mother and fetus’ health and decreases mothers' self-efficacy. Today, yoga is used to control anxiety in a variety of contexts. This study aims at determining the effect of yoga on anxiety and self-efficacy of primiparous women. Methods: This randomized clinical trial was conducted in 2017 on 60 primiparous women aged 18-40 years old referred to Zahedan health centers. The participants were randomly assigned to two groups of intervention and control. During the weeks 26-27 of pregnancy 30 patients of the intervention group, received 15-12 sessions of Hatha Yoga exercises and 30 mothers of control group received normal care. Data were collected using a demographic questionnaire, pregnancy anxiety and self-efficacy. The pre-test was completed at week 26 and post-test at weeks 34-36 with two weeks in between; the data was analyzed using paired t-testMann-Whitney and chi-square tests, linear regression tests and SPSS 16. Results: The mean of anxiety scores before and after the intervention in the experimental and control groups were (38. 36 ± 4. 86) and (37. 26 ± 7. 11), after intervention (24. 87 ± 4. 50), (37. 84± 6. 4) and (P=0. 48) respectively. The mean of self-efficacy score before intervention in the experimental and control group was (78. 43 ± 24. 7) and (62. 69 ± 21. 74) and after the intervention (124. 45 ± 13. 26) and (16. 33± 92. 75) respectively, and (P=0. 001). Conclusion: After the intervention, the mean anxiety score in the experimental group decreased and self-efficacy increased. It seems that Hatta Yoga hase been used to reduce anxiety and increase self-efficacy of firstpregnant women in the second and third trimesters.