Objective. There has been a recent increase in interest in antenatal depression, which is associated with adverse obstetric, neonatal and maternal outcomes and has been overlooked and underdiagnosed. Local data on prevalence and risk factors are lacking. Aim. To determine the prevalence and risk factors associated with antenatal depressive symptoms in a KwaZulu-Natal population. Methods. The Edinburgh Postnatal Depression Scale and a socio-demographic questionnaire in English and isiZulu were administered to 387 antenatal outpatients at King Edward VIII Hospital in Durban. Results. Of the participants, 149 (38.5%) suffered from depression and 38.3% had thought of harming themselves in the preceding 7 days. Risk factors for depression included HIV seropositivity (p=0.02), a prior history of depression (p=0.02), recent thoughts of self-harm (p<0.000), single marital status (p=0.04) and unplanned pregnancy (p=0.01). Conclusion. The high prevalence of antenatal depressive symptoms and thoughts of deliberate self-harm supports a policy of routine screening for antenatal depression in South Africa, especially in HIV-seropositive women.