IntroductionIdentification of pregnant women suffering from depression or other mental disorders is a challenge for antenatal caregivers. The purpose of this case‐control study was to describe mental disorders and the risk factors for mental disorders in women with depressive symptoms assessed with the Edinburgh Postnatal Depression Scale during the first trimester and to compare them with pregnant women without depressive symptoms.Material and methodsIn total, 2271 women answered the Edinburgh Postnatal Depression Scale at the first antenatal visit with a midwife. An Edinburgh Postnatal Depression Scale score of 13 or higher was considered to be screen‐positive and these women were further assessed. Screen‐negative pregnant women, matched for age and parity, were chosen as controls.ResultsIn total, 149 (6.6%) women were found to be screen‐positive. The majority (126, 85%) had at least one mental disorder or risk factor for mental disorder, such as depression (36.0%), anxiety (14.8%), or severe fear of childbirth (20.8%). The screen‐positive women were more often smokers (16.1% vs 1.3%), unemployed (19.9% vs 1.3%), or on sick leave (25.3% vs 14.1%) during pregnancy and more often used selective serotonin reuptake inhibitor during pregnancy (14.2% vs 2.7%) compared with the screen‐negative women (P<.001). Among the screen‐negative women (n = 150) only three (2%) presented with symptoms of depression during pregnancy.ConclusionsThe Edinburgh Postnatal Depression Scale seems to be a valuable screening tool to detect depressive symptoms as well as other mental disorders during early pregnancy.