Despite attempts to eliminate the consumption of alcohol, tobacco, and other substances of abuse by women of childbearing age, especially during gestation, apparently many do not curtail these negative lifestyle behaviors, as evidenced by the number of poor birth outcomes and developmentally disabled children born each year. This study examined the relationship of depression, attitude toward pregnancy, a number of sociodemographic variables, and substance use by women of child-bearing age prior to and after learning of their pregnancies. Results indicated that attitude independently, and depression independently and in interaction with socio-demographic factors are associated with substance use at both time points. From this we conclude that preventive efforts should be designed and targeted at those women who are depressed, especially those who have the sociodemographic characteristics associated with heavier substance use.