Aim: To determine whether prenatal depression during late pregnancy affect maternal and neonatal outcomes. Methods: The clinical data of 595 pregnant patients in our hospital during January 2016 to December 2017 were studied. These participants were assigned into three groups as mild-to-moderate depression group, severe depression group and non-depression group according to the Edinburgh postnatal depressive scale (EPDS). Results: Compared with the women without depression or with mild-to-moderate depression, pregnant patients with severe depression were likely to suffer from preterm birth (p < 0.05). There was no association between the mild-to-moderate depression, severe depression group and the non-depression group about neonatal outcomes (all p > 0.05). Conclusion: Severe prenatal depression during late pregnancy is significantly associated with increased risk of preterm birth, while mild-to-moderate prenatal depression would not affect maternal and neonatal outcomes.