Epidural analgesia provides effective pain relief during labor. However, there is limited information on the factors associated with pregnant women's preferences for labor epidural analgesia (LEA) prior to labor onset. We performed a secondary analysis of a clinical trial to identify demographic characteristics, pain and psychological vulnerability factors associated with preferences for LEA. Pregnant women at ≥ 36 weeks' gestation prior to labor and delivery were recruited and given questionnaires on their LEA preferences, psychological and pain vulnerabilities. The primary outcome was the association between pre-delivery Edinburgh Postnatal Depression Scale (EPDS) with cut-off ≥ 10 and LEA preference. Of the 250 women recruited, 51.6% (n = 129) indicated "yes to LEA". Amongst those considering LEA as an option to reduce labor pain, women who preferred to use LEA (n = 129) indicated favorable or neutral opinion. Additionally, 68% (n = 82) from those "no to LEA" or "not sure about LEA" still gave either favorable or neutral opinion for LEA (p < 0.0001). The multivariate logistic regression analysis found that EPDS ≥ 10 (p < 0.01), occupation (p = 0.03), ethnicity (p < 0.01), state anxiety (p = 0.02), mode of current pregnancy (unplanned; planned, assisted; planned, natural; p = 0.03) and premenstrual anger/irritability before current pregnancy (p = 0.02) were associated with LEA preference. The findings may help to define the population that may require further education on considering LEA and allow early identification on different LEA preferences to provide patient centric care prior to labor and delivery.