If you're anemic, that means you have too few or too small red blood cells, and just how that could affect your pregnancy depends on the type of anemia you have.
If it's iron-deficiency anemia, it's due to low levels of iron in your blood. In mild cases, there's probably nothing to worry about, but if it's severe, iron-deficiency anemia could affect how baby grows and put her at risk for preterm birth. Either way, your doctor will probably prescribe an iron supplement, likely in a higher dose than most prenatal vitamins have. With iron-deficiency anemia, you may also be at higher risk for postpartum depression, so your doctor may screen you more closely for it after the birth.
There are many other types of anemia that are caused by illness or disease, such as sickle cell anemia. Each type has its own specific treatments and concerns, so be sure to get the full scoop on your condition from your doctor. Genetic anemia can increase the chance of complications for both mom and baby, so it's important you get good prenatal care throughout your pregnancy.