To determine what effect maternal antenatal depression has on pregnancy and infant outcomes in the Lleida health region. Retrospective observational cohort study in pregnant women between 2012 and 2018 in the Lleida health region. Variables included age, body mass index, caesarean section, pre-eclampsia, birth weight, and Apgar score. We performed multivariate analysis, with linear regression coefficients and 95% confidence interval (CI). Antenatal depression was diagnosed in 2.54% pregnant women from a total sample of 17177. Depression is significantly associated with a higher risk pregnancy and low birth weight. Pre-eclampsia, 1-minute Apgar score, and caesarean section were not significantly associated with depression. Antenatal depression increases the risk of pregnancy complications. In addition, depression in the mother increases the probability of low birth weight.