Most people have heard of postpartum depression (PPD). What about prenatal or perinatal depression (depression during pregnancy)? Women who have perinatal depression may feel ashamed to admit their unhappy feelings when they are in their first few months of pregnancy. Isn’t this supposed to be one the happiest time of a mom’s life? Feelings of agitation, anxiety and stress keep many women from asking for help, or from recognizing they have depression.