Using annual time series data on the prevalence of anemia among pregnant women in Nigeria from 1990 – 2018, the study endeavors to make forecasts for the period 2017 – 2025. The study applies the Box-Jenkins ARIMA methodology. The diagnostic ADF tests show that, Y, the series under consideration is an I (2) variable. Based on the AIC, the study presents the ARIMA (0, 2, 1) model as the best model. The diagnostic tests further reveal that the presented model is quite stable and its residuals are not serially correlated and are also normally distributed. The results of the study indicate that the prevalence of anemia among pregnant women in Nigeria is likely to decline from 57.5% in 2017 to approximately 54.1% by 2025. This clearly shows that anemia among pregnant women in the country will remain a big challenge even within the next five years. In order to address this challenge, there is need for the federal government of Nigeria to increase its commitment towards iron supplementation during pregnancy, especially for women of low economic status.