In Oman, the risk of maternal depression is not routinely screened for during pregnancy or after childbirth. This study aimed therefore to explore the prevalence of and the association between the risk of antenatal and postnatal depression among Omani mothers, as well as the sociodemographic characteristics of women with increased risk of antenatal depression. A longitudinal study was conducted among 263 Omani pregnant women who were screened for risk of antenatal and postnatal depression, using the Edinburg Postnatal Depression Scale (EPDS). A considerable rate of women had an increased risk of antenatal depression (22.4%), which slightly increased after childbirth. The majority of mothers who had increased risk of depression were housewives (61.0%), had low monthly income (62.7%), had higher education (54.2%), were living in simple family construction (55.9%), were physically inactive (86.4%), and were not using contraception before the current pregnancy (55.9%). Increased risk of antenatal depression was significantly and positively associated with risk of postnatal depression (P < 0.001). The findings of this study highlight the urgent need for standardization of depression screening of all pregnant women in the Sultanate. It also calls for a population-based study to investigate the prevalence of depression in pregnant women and the first year following childbirth.