Anemia in pregnancy is a serious public health problem resulting in high maternal morbidity and mortality especially in developing countries such as Ethiopia. Using annual time series data on the prevalence of anemia among pregnant women in Ethiopia from 1990 – 2018, the study attempts to make forecasts for the period 2017 – 2025. The study applied the Box-Jenkins ARIMA methodology. The diagnostic ADF tests show that, AB, the series under consideration is an I (2) variable. Based on the AIC, the study presents the ARIMA (1, 2, 0) model as the optimal model. The diagnostic tests further indicate that the presented model is quite stable and its residuals are not serially correlated and are also normally distributed. The results of the study show that the prevalence of anemia among pregnant women in Ethiopia will rise over the out-of-sample period.