Objectives To assess the feasibility of comparing the rates of positive depression screens at 6 weeks and 3 months postpartum in women using immediate postpartum etonogestrel implant (ENG-implant) and women using non-hormonal contraception or sterilisation. Methods This was a pilot prospective cohort study performed to test the design adequacy of comparing the rates of positive postpartum PHQ-9 screens (≥10) in women using immediate postpartum ENG-implant and women using non-hormonal contraception or sterilisation. Participants were recruited during the third trimester of pregnancy or during delivery hospitalisation. They self-allocated to one of the two comparison groups. PHQ-9 surveys were administered during the third trimester of pregnancy, immediately postpartum, and at 6 weeks and 3 months postpartum. Results Between June 2017 and March 2018, 91 patients were recruited. Of these patients, 11 were excluded and the remaining 80 were split evenly into each cohort. The women in the ENG-implant group were younger, less educated, and more often publicly insured. The percentage of participants with positive PHQ-9 screens were: 3% during the postpartum hospitalisation, 6.2% at 6 weeks postpartum, and 10.2% at 3 months postpartum. PHQ-9 scores were similar between groups at both postpartum time points. Conclusion The rates of positive PHQ-9 screens at 6 weeks postpartum were similar between groups. These preliminary data suggest that immediate postpartum placement of the ENG-implant does not negatively impact the risk for a positive depression screen. Larger-scale, adequately powered studies are warranted to further investigate this finding.