Depression has been linked to an imbalance in cortisol. Until recently, cortisol has been studied by measuring concentrations at single time points in blood or saliva samples. Cortisol concentrations vary with circadian rhythm and experiences, from time point to time point. The measurement of hair cortisol concentration (HCC) is a new method of accessing mean, long-term cortisol concentrations. Recent studies show positive associations between depression and HCC, and prenatal maternal cortisol is thought to influence the developing fetus. We therefore examined the association between HCC and self-reported symptoms of depression in second trimester pregnant women. Participants were 181 women, recruited between September 2011 and October 2013 to the Little-in-Norway (LiN)-study. These women answered the Edinburgh Postnatal Depression Rating Scale (EPDS) on self-reported symptoms of depression, and one cm maternal scalp hair was collected and analyzed for cortisol concentrations. Multiple regression analyses did not show depressive symptoms as a predictor for HCC in our selection of pregnant women, while gestational age was significantly related. In conclusion, our study indicated that symptoms of depression during pregnancy did not predict HCC, but further studies of clinically depressed, pregnant women using gestational age as an adjustment variable are warranted.