Many women experience antenatal and postnatal depression which can be distressing, debilitating and associated with long-term difficulties. However, there is a lack of evidence about the effectiveness of universal screening for depression during and after pregnancy, and the practices of midwives in relation to depression screening. This study aimed to describe the current policies and practices in maternity units in England and Wales and to investigate the role of midwives in identifying depression and making referrals. Questionnaires were sent to all maternity units in England and Wales with a response rate of 87%. The survey showed that 94% of units asked women about previous or current psychological problems in the booking session, 25% undertook some formal screening to identify depression antenatally and 57% undertook screening for depression postnatally. Midwives were responsible for antenatal screening in 27% of units, but only 16% of units provided training for midwives to undertake screening. This study shows that maternity units are involved in screening for antenatal and postnatal depression, but training, referral and support systems appear inadequate.