Paranoid in pregnancy?

Is it normal to feel really paranoid and anxious whilst pregnant? Im currently 35weeks5days and i feel like some one is constantly watching me. My partner goes out to work at 6am and doesnt get home till 4.15pm. When he leaves i have to sit in the lounge with most of the lights on because i feel like someone is standing outside watching me. He also has to lock the door when he leaves! Even when its daylight the door has to be locked. Shall i bring it up to my midwife?