Perinatal maternal depression may affect fetal neurodevelopment directly or indirectly via exposures such as smoking, alcohol, or antidepressant use. The relative contribution of these risk factors on child executive function (EF) has not been explored systematically. A prospective pregnancy cohort of 197 women and their children was studied to determine whether maternal depression diagnosis and the trajectory of maternal depressive symptoms (MDSs) from early pregnancy to 12 months postpartum predicts child EF at age 4 (measured using the preschool age psychiatric assessment, NEPSY-II, and Shape School task) using latent growth curve modeling. Indirect effects of smoking, alcohol, and antidepressant use were also formally tested. Increasing maternal perinatal depressive symptoms over time predicted more inattentive symptoms, poorer switching, and motor inhibition, but not cognitive inhibition. When adjusted for multiple comparison, and after accounting for maternal cognition and education, the association with child inattentive symptoms remained significant. However, diagnosed depression did not predict child EF outcomes. Prenatal exposure to smoking, alcohol, and antidepressants also did not mediate pathways from depressive symptoms to EF outcomes. Our findings were limited by sample size and statistical power to detect outcome effects of smaller effect size. This study suggests that increasing MDSs over the perinatal period is associated with poorer EF outcomes in children at age 4 - independent of prenatal smoking, drinking, or antidepressant use. Depressive chronicity, severity, and postpartum influences may play crucial roles in determining childhood outcomes of EF.