Cardiovascular conditions associated with pregnancy are serious complications. In general, depression is a well-known risk indicator for cardiovascular disease (CVD). Mental distress and depression are associated with physiological responses such as inflammation and oxidative stress. Both inflammation and oxidative stress have been implicated in the pathophysiology of CVDs associated with pregnancy. This article discusses whether depression could represent a risk indicator for CVDs in pregnancy, in particular in pre-eclampsia and peripartum cardiomyopathy (PPCM).