Postpartum depression affects a huge number of women and has detrimental consequences. Knowing the factors associated with postpartum depression during pregnancy can help its prevention. Although there is evidence surrounding behavioral or psychological predictors of postpartum depression, there is a lack of evidence of biological forecasters. The aim of this study was to analyze the sociodemographic, obstetric, and psychological variables along with hair cortisol levels during the first, second, and third trimesters of pregnancy that could predict postpartum depression symptoms. A sample of 44 pregnant women was assessed during 3 trimesters of pregnancy and the postpartum period using psychological questionnaires and hair cortisol levels. Participants were divided into 2 groups: a group with postpartum depression symptoms and a group with no postpartum depression symptoms. Results showed significant positive differences between groups in the first trimester regarding the Somatization subscale of the SCL-90-R (p < .05). In the second trimester, significant differences were found in the Somatization, Depression, Anxiety, and GSI subscales (p < .05). In the third trimester significant differences between both groups were found regarding pregnancy-specific stress. We found significant positive differences between groups regarding hair cortisol levels in the first and the third trimester. Hair cortisol levels could predict 21.7% of the variance of postpartum depression symptoms. In conclusion, our study provided evidence that psychopathological symptoms, pregnancy-specific stress, and hair cortisol levels can predict postpartum depression symptoms at different time-points during pregnancy. These findings can be applied in future studies and improve maternal care in clinical settings.