Insomnia symptoms are highly prevalent during pregnancy; therefore, identifying modifiable risk markers is important for risk prediction and early intervention. This study aimed to examine the role of sleep-specific rumination and sleep-specific worry in prenatal insomnia symptoms. A total of 859 married pregnant women without history of psychiatric illnesses (mean [standard deviation] age, 30.15 [3.86] years; 593 [69.0%] with a bachelor's degree or above) were enrolled from the obstetrical outpatient departments of two tertiary comprehensive hospitals in Shandong, China, who completed assessments of sleep-specific rumination, sleep-specific worry, and insomnia symptoms at baseline (mid-pregnancy) and follow-up (late-pregnancy). Measures included Daytime Insomnia Symptom Response Scale, Anxiety and Preoccupation about Sleep Questionnaire, and Insomnia Severity Index. Our results showed that after controlling for covariates, both sleep-specific rumination and sleep-specific worry showed significant concurrent and prospective associations with insomnia symptoms, and the increases in scores of sleep-specific rumination and sleep-specific worry over time were significantly associated with the increased likelihood of insomnia symptoms at follow-up. Moreover, the increases in sleep-specific rumination and sleep-specific worry over time were significantly associated with the increased likelihood of reporting newly developed insomnia symptoms rather than persistent normal sleep. However, the changes in sleep-specific rumination and sleep-specific worry were not significantly associated with the likelihood of reporting persistent or remitted insomnia symptoms rather than persistent normal sleep. In conclusion, sleep-specific rumination and sleep-specific worry were significantly associated with concurrent or subsequent insomnia symptoms; thus, they may be promising cognitive risk markers and intervention targets.