Antenatal depression and anxiety across pregnancy in urban South Africa

•We find high rates of both depression and anxiety during early and late pregnancy.•Family stress was heightened by early depression and also led to later anxiety.•Difficult partner relationships were central to the persistence of depression.•Presence of partner and family support reduced risk of both depression and anxiety. Depression and anxiety in pregnancy have negative consequences for women and their offspring. High adversity places pregnant women at increased mental health risk, yet there is a dearth of longitudinal research in these settings. Little is known about the pathways by which these problems emerge or persist in pregnancy. Women were enrolled in a prospective pregnancy cohort in Soweto, South Africa (2014–2016) and assessed using validated measures (Edinburgh Postnatal Depression Scale EPDS ≥13; State Trait Anxiety Index STAI ≥12) in early (T1) and later pregnancy (T2). Data was available for n = 649 women. Multinominal regression modelling was used to determine factors associated with transient versus persistent depression and anxiety across pregnancy. Cross-lagged panel modelling explored direction of effect between depression and anxiety, and stressors. We found high rates of depression (T1: 27%; T2: 25%) and anxiety (T1: 15%; T2: 17%). Perceiving a partner made one's life harder increased risk of persistent depression (RR 5.92 95% CI [3.0–11.8] p