The proportion of DSM-IV-based threshold and subthreshold depressive disorders was assessed, using the Primary Care Evaluation of Mental Disorders and a DSM-IV based assessment of depression history, in a sample of 139 pregnant smokers seeking smoking cessation treatment. Sixty-three percent of the sample met criteria for a current or past depressive disorder. Forty-six percent had a current threshold or subthreshold depressive disorder. Twenty percent met criteria for current major depression, with half of those having major depression with dysthymia. Twenty-one percent of the sample was chronically depressed (i.e., dysthymia or major depression with dysthymia). Women with current depression were less likely to tell their doctors that they smoked. Our results suggest that investigation of the prevalence of depression in community samples of pregnant smokers is warranted, as depression may present a major obstacle in pregnant women's efforts to quit smoking.