Background: Antenatal depression (AD) is prevalent and associated with adverse pregnancy, maternal and child outcomes, yet no study has addressed its magnitude and predictors in early pregnancy in Nigeria.Aim: To determine the prevalence and factors associated with AD in first half of pregnancy.Setting: Multicentric health facilities in Southern Nigeria.Methods: A multicentric health-facilities-based cross-sectional study was conducted from January to July 2018. Using pretested structure interviewer-administered questionnaires, antenatal depressive symptoms were assessed amongst 511 pregnant mothers with the Edinburg Postnatal Depressive Scale tool. Socio-demographic, socio-economic, clinical, family and social factors were also measured. Descriptive statistics, bivariate and multivariable logistic regression analyses were employed to describe and identify factors associated with AD.Results: The prevalence of antenatal depressive symptoms in early pregnancy in this study was 29.4% (95% confidence interval [CI] 26.6–32.9). Factors independently associated with AD were intimate partner violence (adjusted odds ratios [AOR] = 8.10, 95% CI 5.00–13.14), marital dissatisfaction (AOR 5.48, 95% CI 3.48–8.38), poor social support (AOR 4.70; 95% CI 2.99–7.38), past history of depression (AOR 4.67; 95% CI 2.47–8.80), previous pregnancy complication (AOR 2.50, 95% CI 1.57–3.89), low socio-economic status (AOR 2.41, 95% CI 1.61–3.66) and unplanned pregnancy (AOR 2.35, 95% CI 1.47–3.64).Conclusions: The prevalence of antenatal depression is high with modifiable risk factors requiring context-specific policies such as provision of family, social and economic support for mothers at the earliest possible contact in the antenatal period.