A large UK study on depression in pregnancy found the peak time for experiencing was at 32 weeks, when 13.5% of women scored highly on tests for depression.
Smaller studies echo this finding.
It is also clear many women experience stress, anxiety and other forms of emotional distress and mental illness at this and at other times during pregnancy.
Researchers have found if a woman is very anxious during pregnancy, it increases the risk of her baby developing behavioural problems later in life.
Heightened maternal anxiety can also affect the stress response of the baby because stress hormones cross the placenta.
Depression during pregnancy can affect about 15 out of every 100 women.
Laurence Reed discussed the issue during his monthly mental health phone-in on BBC Radio Cornwall.
You can listen again on the BBC's iplayer.
How mental health is affected during pregnancy can depend on many things:
- Whether you have had a mental illness before
- Whether you are currently on treatment
- Recent stressful events in your life
- You may or may not be happy about being pregnant.
- You may have upsetting memories about difficulties in your childhood
Mental health after child birth
More than half of new mums experience the baby blues. It usually starts three to four days after birth.
A new mother can have mood swings, bursting into tears easily, or feeling irritable, low or anxious at times.
It usually stops by the time the new baby is 10-days-old.
Postnatal depression (PND)
PND usually begins sometime during the first six months after birth. It can affect up to 20% of new mothers.
There are many symptoms, including:
- Being afraid of being left alone with your baby
- Uncontrollable feelings of panic
- Overwhelming fears, for example: fear of dying
- Dreams about harming your baby
- Feeling exhausted and lethargic
- Feelings of guilt that you are a bad mother
Many possible causes for PND have been suggested. There is probably no single reason.
Postpartum or Puerperal Psychosis
This is the most severe type of mental illness that happens after having a baby.
It affects one in 1,000 women. There are many possible symptoms.
A sufferer can experience psychotic symptoms, who may see or hear things that are not there.
Women who have had previous episodes of severe mental illness - particularly bipolar disorder - are at high risk of postpartum psychosis.
Although it is a serious condition, the vast majority of women make a full recovery.
The sooner sufferers seek help, the better. The treatment offered will depend on how unwell the patient is.
It includes: counselling, cognitive behaviour therapy, support groups and anti-depressants.
Anti-depressants take at least two weeks to start working. Patients will need to take them for about six months.
Hormones have been suggested as a treatment for PND. However, there is little evidence that they work.
They have their own dangers, particularly if they user has had thrombosis.