Depression during pregnancy is widespread and can have serious outcomes. Prior evidence has hinted that antibiotic treatment may be linked to depressive disorders. Because many pregnant individuals receive antibiotics, further study of this potential connection is necessary. This study used data from a nationwide, prospective online survey of pregnant participants in their third trimester. Antenatal depressive symptoms (ADSs) were identified by an Edinburgh Postnatal Depression Scale score of 13 or higher, or by a diagnosed depressive disorder. Among participants, 16.5% (n = 977) reported ADSs, and 37.9% of these individuals had a clinical diagnosis of depression. No significant association emerged between antibiotic exposure and the onset of ADSs. Four independent predictors of ADSs were identified: a prior history of depression, severe nausea and vomiting resulting in inability to eat, emotional abuse from a partner in the past year, and absence of a university qualification. The findings indicate no link between antibiotic use during pregnancy and depressive symptoms. Because undiagnosed depression remains common, new antenatal care strategies targeting individuals with identifiable risk factors may be needed.