Recent research in economics emphasizes the role of in utero conditions for the health endowment at birth and in early childhood and for social as well as economic outcomes in later life. This paper analyzes the relation between maternal mental health during pregnancy and birth outcomes of the child. In particular, we analyze the relationship between maternal mental health during pregnancy and the probability of giving birth preterm (PT), having a newborn at low birth weight (LBW) or being small for gestational age (SGA). Based on large population-representative data from the German Socio-Economic Panel (SOEP) and cohort data from the National Educational Panel Study (NEPS), we present extensive descriptive evidence on the relationship between maternal mental health and preterm birth by carrying out OLS estimates controlling for a wide range of socioeconomic characteristics. In addition, we apply matching estimators and mother fixed effects models, which bring us closer toward a causal interpretation of estimates. In summary, the results uniformly provide evidence that poor maternal mental health is a risk factor for preterm birth and low birth weight in offspring. In contrast, we find no evidence for an relationship between maternal mental health and small for gestational age at birth.