Pregnant black depressed women were compared to pregnant black non-depressed women on self-report stress measures and cortisol levels at mid and late pregnancy and on neonatal outcomes. The depressed women had higher anxiety, anger, daily hassles, sleep disturbance scores and cortisol levels at both prenatal visits. These higher stress levels may have contributed to the greater incidence of prematurity and low birthweight neonatal outcomes noted in the depressed group, and they may partially explain the higher rate of prematurity and low birthweight among black women.