Pregnancy is the time during which physiological and psychological preparation for motherhood takes place. It has long been considered a blessed time, free of psychiatric disorders. However, there is now strong evidence that major depressive disorder may occur not only after birth but even during the prepartum. Most often, mental illness during this period is underestimated, not assessed, therefore not diagnosed, and consequently goes untreated. Reviewing the literature on the negative impact of both maternal and infant health in case of perinatal depression, we underline that recognizing and treating prenatal depression will lead to preventive and curative treatments for mothers, enhance infant health, and therefore positively influence mother-infant relationships.