Background. Maternal depression is a major public health concern as it affects both mothers and their children. Antenatal depression, which is often underdiagnosed, has been associated with preterm labour, low birth weight, and intrauterine growth restriction. Research has demonstrated that postpartum depression is associated with mother-infant bonding impairment, child abuse, child neglect, maternal substance abuse, and self-harm. Globally, the prevalence of depression in pregnant and postpartum adolescents varies. This paper reports on the findings of the prevalence of depression and its associated risk factors among pregnant and postpartum adolescents in KwaZulu-Natal, South Africa. Methods. Data were generated by means of a descriptive cross-sectional study that was conducted between June and November 2017 utilizing a sample of 326 adolescent females accessing maternal health services in a medium-sized rural peripheral district hospital in Ugu, Southern KwaZulu-Natal. The Edinburgh Postnatal Depression Scale questionnaire was used to screen participating pregnant and postnatal adolescents for depression. A cut-off score of ≥13 was used to identify pregnant and postnatal adolescents with symptoms of depression. The data were analysed using R software. Results. The prevalence of depression among the pregnant participants was 15.9% (21/132), whereas it was 8.8% (17/194) among the postpartum participants. Antenatal depression was associated with physical violence (adjusted odds ratio (aOR) 6.47, 95% CI 1.36-30.53, p=0.01) and verbal abuse (adjusted odds ratio (aOR) 4.8, 95% CI 1.5-15.16, p=0.006). The pregnant participants who indicated they received a lot of support from their partners were 0.93% less likely to have depression. Postnatal depression was associated with physical violence (adjusted odds ratio (aOR) 7.32, 95% CI 1.66-29.44, p=0.005), verbal abuse (adjusted odds ratio (aOR) 4.3, 95% CI 1.03-15.79, p=0.03), and intimate partner violence (adjusted odds ratio (aOR) 9.58, 95% CI 1.58-48.82, p=0.008). Conclusion. The prevalence of antenatal depression was higher than postpartum depression in the study sample. In light of the findings, maternal healthcare professionals are cautioned to consider the mental health of pregnant and postpartum adolescents who seek their services at health facilities.