Introduction: The rate of cesarean section (CS) for non-medical reasons has risen and it is a concern for health care. Women’s preferences may vary across countries for psychosocial or obstetric reasons. Methods: A prospective cohort study of 6549 women in routine antenatal care giving birth in Belgium, Iceland, Denmark, Estonia, Norway or Sweden. Preference for mode of birth was self-reported in mid-pregnancy. Birth outcome data were collected from hospital records. Results: A CS was preferred by 3.5% of primiparous women and 8.7% of the multiparous women. Preference for CS was associated with severe fear of childbirth (FOC), with a negative birth experience in multiparous women and with depressive symptoms in the primiparous. Women were somewhat more prone to prefer a cesarean in Iceland, odd ratio (OR) 1.70 (1.02–2.83), adjusted for age, education, depression, FOC, history of abuse, previous cesarean and negative birth experience. Out of the 404 women who preferred CS during pregnancy, 286 (70.8%) delivered by CS, mostly for a medical indication. A total of 9% of the cesareans in the cohort had a non-medical indication only. Conclusions: Women’s preference for CS often seems to be due to health concerns. Both medical and psychological factors need to be addressed in antenatal counseling. Obstetricians need to convey accurately to women the risks and benefits of CS in her specific case. Maternity professionals should identify and explore psychosocial reasons for women’s preferences.