Pregnancy and childbirth are major life events for women and their families, characterized by physical, psychological, and emotional changes that can trigger anxiety, depression, and mental disorders in susceptible individuals. Acute labor pain is an independent risk factor for persistent pain in the postpartum period and is associated with depressive disorders. Epidural analgesia is a well-established technique that has commonly been regarded as the gold standard in pain management during labor. Although the relationships between labor pain, labor epidural analgesia, and postpartum depression have been studied by many investigators, the results of these studies are conflicting. Some literature suggest that labor epidural analgesia is associated with a reduction in the incidence of postpartum depression; however, other studies have failed to demonstrate this association. Unmet analgesic needs expectations, unmet birth expectations, and/or the quality of social support during labor may contribute to postpartum depression. The limitations of the published studies included differential misclassification of study variables and residual confounding, variations in the diagnosis of depression, and incomplete history data. Thus, future studies should include information on sociodemographic and patient-level variables and assessments of pain during labor or in the postpartum period. Better management of labor pain should be provided to prevent long-term morbidity and improve maternal and neonatal outcomes. Anesthesiologists could collaboratively work with obstetricians and perinatal psychiatrists to ensure that hospitals prioritize screening and treatment for postpartum depression.