Objective: The impact of being an adolescent and socio-demographic parameters on depression development during pregnancy were evaluated in this study. Materials and Methods: Between September 2010 and September 2011, 105 consecutive adolescent women ≤ 17 years of age were defined as the study group and 105 consecutive pregnant women over 18 years of age and matched for gestational age, were defined as the control group. Groups were compared according to depression development. The predictors of depression were analyzed by regression analysis. Results: Median Beck Depression Inventory-II (BDI-II) scores in adolescent and control groups were 16 and 6, respectively. The difference was statistically significant. In the adolescent group, 39.0% of patients had mild depression, 37.1% moderate, and 10.5% had severe depression. Only 4.8% of patients in the control group had mild depression while none of the control cases had moderate or severe depression. Multivariate analysis showed that most important factor that was associated with depression development during pregnancy was being an adolescent. Conclusion: Depression risk was increased 18.2-fold in adolescent patients with pregnancy. Therefore psychiatric evaluation should be considered for these patients.