The study looked at over 700 women
Women who are severely depressed during pregnancy have twice the risk of their babies coming early, a study suggests.
Researchers monitored 791 women during pregnancy - two fifths of whom reported significant depressed feelings, the Human Reproduction journal said.
While those with severe depression had twice the risk, mild depression led to a 60% increased risk.
The team said the condition could prompt early birth by changing hormone levels.
The majority of babies born before 37 weeks - the official definition of premature birth - have few problems, but early delivery remains the leading cause of infant mortality, and experts are unclear as to precisely what causes it.
The Californian-based team from the US health firm, Kaiser Permanente, believe that the mental state of the mother during pregnancy may play a role in the problem.
All the women involved were interviewed around the 10th week of their pregnancy to gauge their level of depression.
They were then followed up to see whether their babies were carried to full term or beyond, or arrived before the 37-week mark.
The results established a clear relationship between the severity of depression and the likelihood of early birth, with risk doubling for those worst affected.
Women without depression had a 4.1% risk of early birth, those with mild depression, 5.8%, and severe, 9.3%.
There was also limited evidence that other factors, such as obesity, and the number of "stressful" events, could increase the risk posed by depression yet further.
Dr De-Kun Li, who led the study, said that levels of hormones which help fix the onset of labour might be altered by depression.
"This adds to emerging evidence that depression during early pregnancy may interfere with the neuroendocrine pathways and subsequently placental function.
"Depression during pregnancy is significantly under-recognised and under-diagnosed - clinicians should pay close attention to catch it early."
A study last year also found a link between depression and pregnancy, although on average, the condition led to delivery only a couple of days earlier.
However, Professor Vivette Glover, from Imperial College London, said that the effects of depression, stress and anxiety on pregnancy were starting to be recognised.
"There are several studies suggesting that stress during pregnancy increases the risk of early delivery.
While for the average pregnancy, the effect is only a matter of a few days, when this is multiplied by thousands of births, it is far more significant in public health terms."
She said that when the powerful effects of maternal stress and depression on child development after birth were added with the pregnancy effects, the argument for spending more on support for women became stronger.
Professor Glover pointed to experimental programmes in the US - now under consideration in the UK - which supported women intensively during pregnancy to cut the rate of child developmental problems and even youth offending years later.