BackgroundPregnancy is a dynamic time during which a woman’s emotional state may undergo extensive change. There have been conflicting views about the magnitude of emotional turmoil that occurs during pregnancy. Some investigators suggest that pregnancy is a time of particularly good psychological adjustment; others have reported high levels of psychological challenge.AimOur study aimed to compare the prevalence and correlates of depression in the first and third trimesters of pregnancy and to determine the relationship between quality of life and depressive disorder.SettingThe antenatal clinic of the State Hospital, Ijaiye.MethodA descriptive, comparative study of depressive disorder and the quality of life between first- and third-trimester pregnant women (confirmed through a pregnancy test and an abdominopelvic ultrasound).ResultFor each trimester, 285 participants were recruited. The prevalence of depression among the pregnant women who participated in the study was 7.2%. In the first trimester of pregnancy, the prevalence of depression was 30 (10.5%), while it was 11 (3.9%) in the third trimester of pregnancy. Collectively, the relationship between depression and QoL was significant in the overall domain, satisfaction with general health domain (t = 2.27; p = 0.03), psychological domain (t = 2.74; p = 0.010, and environmental domain (t = 4.57; p ≤ 0.01).ConclusionOur study also highlights the need to pay closer attention to the psychological well-being and quality of life of all pregnant women and not just on their physical health and the baby’s well-being.