That's the finding of a University of Michigan study in the May 22 issue of the Journal of Women's Health.
The study also found women with a history of depression at any time before their pregnancy -- about one in every four women -- are about twice as likely as other women to experience symptoms of depression while they're pregnant.
Pregnant women who don't receive treatment for their depression symptoms may be at greater risk of postpartum depression and their condition could pose a risk to their unborn babies.
The study included 3,472 pregnant women from 10 Michigan obstetrics clinics. The findings reveal a troubling under-diagnosis and under-treatment of depression during pregnancy.
Of the women in the study, 20 percent scored high on a standard survey of depression symptoms. Of those, only 13.8 percent were receiving any mental health counseling, drugs or other treatment for depression.
The study also found that 24 percent of women who had depression in the previous six months were receiving treatment for depression while they were pregnant.
There's scientific evidence to suggest that hormone imbalances associate with depression can affect the fetus or increase a woman's risk of postpartum depression, the study notes.
Here's where you can learn more about depression.