ObjectivePhysical inactivity leads to depression and other adverse health consequences. Pregnant women are an important subgroup to study the health consequences due to physical inactivity since it can lead to adverse outcomes in pregnancy and even after delivery. Therefore, we aimed at understanding the level of physical activity among pregnant women, prevalence of prenatal and postnatal depressive symptoms and whether level of physical activity is associated with prenatal and postnatal depressive symptoms. MethodsIn an ongoing cohort study, we measured the physical activity using a validated Physical Activity Level (PAL) questionnaire. We administered the Edinburgh Postnatal Depression Scale (EPDS) during pregnancy and within seven days of delivery to assess depressive symptoms in 1406 women. Associations were adjusted for potential confounders such as maternal age, education, socioeconomic status, gravida, EPDS score during pregnancy, social support, skinfold thickness, blood pressure, blood sugar level. ResultsWe found that 7.2% of pregnant women had low levels of physical activity. The prevalence of prenatal and postnatal depressive symptoms was 9.0% and 31.9% respectively. Pregnant women with a low level of physical activity had significantly higher odds of developing postpartum depressive symptoms (OR = 3.15, CI: 1.98–5.02, p < 0.001) when adjusted for potential confounders. ConclusionsModerate level of physical activity among pregnant mothers is essential and has its association with postnatal depressive symptoms. Health care professionals need to counsel pregnant women to assess depressive symptoms at both the prenatal and postpartum period and inform them about the importance of the optimal level of physical activity.