Globally over the recent years, concept of depression during prenatal and postnatal periods is acknowledged in a way that depressive illness around child birth may be a naturally occurring problem during the periods of maternal life. However, in developing countries, the issue of depression in prenatal and postnatal periods still needs to be researched and propagated among masses. Therefore, the present study aims to examine the predictive relationship of prenatal depression with postnatal depression. Initially 155 pregnant women completed the demographic form and EPDS (Edinburgh Postnatal Depression Scale) during the third trimester, however, postnatal sample, due to attrition, was reduced to 90 women, who were reassessed within four weeks after delivery, using EDPS. Predictive association of depression in prenatal period with postnatal depression is highly significant (p < 0.01). It is concluded that, to prevent women from depression in postnatal period, they should be prevented from depression in prenatal period.