Pregnancy is a challenging period that provokes numerous changes in the physical, mental, and social sphere. It is a highly stressful and sensitive time associated with new worries and anxiety that can trigger the return of previous depression symptoms or the appearance of symptoms for the first time. Depression during pregnancy is a common mental health problem with an estimated prevalence of 10-30%. While the risk factors for postpartum depression have been extensively studied, the predictors of depression during pregnancy are far less explored. Also, even though depression is recognized as an important health issue, it is still a relatively neglected component of pregnancy care. The aim of this study was twofold: (1) to examine the prevalence of depressive symptoms during pregnancy, and (2) to examine whether anxiety (general and pregnancy-specific), perceived stress, coping strategies, self-esteem, perceived social support, sociodemographic and obstetric data are significant predictors of depression symptoms in pregnancy. Pregnant women (N= 310) participated in the study in the 32nd week of pregnancy on average. They were approached in the prenatal clinic where they fulfilled the following questionnaires: Edinburgh Postnatal Depression Scale, the Depression, Anxiety and Stress Scales, Coping Orientation to Problems Experienced Scale, Pregnancy Concerns Scale, Rosenberg Self-Esteem Scale, Social Support Appraisal Scale (from family and friends), Perceived Support from Partner Scale and a general data questionnaire. The results showed that 10-13% had elevated depression symptoms EPDS (≥13), and the most important factor in predicting depression symptoms during pregnancy was higher level of perceived stress. Additional risk factors were low self-esteem, higher general anxiety, pregnancy-specific anxiety (concerns about own health and childbirth) and a history of depressive symptoms. This study provides guidelines for identifying pregnant women at risk and forming tailored intervention strategies to make this special period an opportunity for growth and development for all women.