About 20% of pregnant women experience clinical depression. Inadequate treatment of depression has been associated with adverse outcomes in the mother as well as the newborn. Clinicians are often uncertain about pharmacological interventions to treat depressed pregnant women due to concerns regarding fetal exposure to medications. Moreover newer antidepressants with different pharmacological profiles and little data on fetal risk continue to be introduced at a brisk pace. Accumulating data from pharmaceutical registries, cohort studies, toxicology centers, some prospective studies, and case series have permitted certain guidelines for antidepressant use during pregnancy. We review the safety profiles of commonly used antidepressants, discuss clinical decision making based on risk-benefit considerations and make recommendations for pharmacological treatment of depressed women during pregnancy.