To identify whether a diagnosis of depression combined with rurality, compared with either depression or living in metropolitan areas alone, is associated with experiencing more stressful life events in pregnancy. This study uses data from 402 pregnant women (206 metropolitan and 196 rural), enrolled in the Western Australian arm of the Mercy Pregnancy and Emotional Wellbeing Study. Mercy Pregnancy and Emotional Wellbeing Study is a prospective, longitudinal cohort with women recruited during early pregnancy (<20weeks) across 3 groups: those with diagnosed depression, those taking antidepressant medication and control. Women were recruited from 3 metropolitan and 3 rural hospitals in Western Australia from 2017 to 2018 and 2018 to 2020, respectively. This study uses antenatal data collected at recruitment and during third trimester (weeks 32-34). The Stressful Life Events Scale was used to measure the number of self-reported stressful events. The degree of perceived stress due to the stressful event was also reported. Compared to pregnant metropolitan women diagnosed with depression, pregnant rural women with depression were more likely to report experiencing at least 1 stressful life event. Despite this, pregnant women with depression in both regions reported similar numbers of stressful life events. This study highlights women in rural Western Australia diagnosed with depression might be more vulnerable to experiencing stressful life events than rural women without depression and their metropolitan counterparts. Due to known adverse effects of antenatal depression and stress on maternal well-being and child outcomes, there is a clear need for targeted, preventative interventions for Australian rural women during this period.