Although depression is well studied in women, little information is available regarding depression during pregnancy. The purpose of this study was to determine the correlates of depressive symptoms as measured by the Center for Epidemiological Studies-Depression Scale during pregnancy. Between 1984 and 1987, 1014 women, primarily poor and of minority status, who attended the prenatal clinic at Boston City Hospital were interviewed and were asked to furnish urine samples that were then assayed for marijuana and cocaine metabolites. Scores on the Center for Epidemiological Studies-Depression Scale ranged from 0 to 57, with a median score of 16. Depressive symptoms during pregnancy were associated with increased life stress (p less than 0.001), decreased social support (p less than 0.001), poor weight gain (p less than 0.01), and the use of cigarettes (p less than 0.001), alcohol (p less than 0.001), and cocaine (p less than 0.05). These findings are important because these health behaviors have been demonstrated to have an an adverse effect on infant outcome. Interventions to change health behaviors during pregnancy should consider a woman's affective state, social context, and mental health.