Abstract: Objective To examine the prevalence of antenatal depression during the third trimester and postnatal depression and their correlation among pregnant women in Chengdu. Methods Women during the third trimester of pregnancy (28-42 weeks of pregnancy) were screened for symptoms of depression using the Edinburgh Postnatal Depression Scale (EPDS) at antenatal clinics of the West China Second Hospital between October 2013 and February 2014. Postnatal depression was assessed at 8 weeks and 18 weeks postpartum using EPDS by phone. Antenatal and postnatal depressive symptoms were defined as having an EPDS score generalized estimating equation (GEE) was used to analyze the prevalence of depression and EPDS scores at three time points, and univariable logistic regression was used to explore associations between antennal and postnatal depression. Results A total of 2 057 pregnant women participated in the study, of whom 1 665 completed the survey at 8 weeks postpartum and 1 440 women completed the survey at 18 weeks postpartum. The prevalence of depression was 13.8%, 2.2%, and 1.7% during the third trimester, at 8 weeks and 18 weeks postpartum, respectively, with statistically significant differences in the prevalence at three different time points (χ²=181.448,P<0.001). Antenatal depression was associated with postnatal depression (OR=3.88,95% CI:2.17-6.94,P<0.001). The mean score was 8.35±3.93 during the third trimester, 3.05±3.28 at 8 weeks postpartum, and 2.21±3.03 at 18 weeks postpartum. Positive correlation was noted between scores during the third trimester and at 8 weeks postpartum (r=0.358) and between those during the third trimester and at 18 weeks postpartum (r=0.128). Conclusion Symptoms of depression are more common during late pregnancy than after childbirth, and are correlated with each other at the two phases. Attention should be directed to antenatal depression during the late pregnancy.