Exercise Therapy
Studies suggest that forms of exercise can help with depressive symptoms both before and after birth, but not prevent it entirely.Exercise options that have been studied to help reduce symptoms:

Yoga
Walking
Stretching
Aerobic exercise

Medications
When discussing medication options for antenatal depression, it is important to ask the prescribing healthcare provider to share more details about all the risks and benefits of the available medications. During pregnancy, there are two main kinds of antidepressants used during pregnancy; tricyclic antidepressants (TCAs) and selective serotonin reuptake inhibitors (SSRIs). Once prescribed, anti-depressant medication has been found to be extremely effective in treating antenatal depression. Patients can expect to feel an improvement in mood in roughly 2 to 3 weeks on average, and can begin to feel themselves truly connect with their baby. Reported benefits of medication include returned appetite, increased mood, increased energy, and better concentration. Side effects are minor, though they are reported in some cases. Currently, no abnormalities of the baby have been associated with the use of antidepressants during pregnancy. It may be true that maternal SSRI use during pregnancy can lead to difficulty for their newborn adjusting to conditions outside of the womb immediately following birth. Some studies indicate that infants with exposure to SSRIs in the second and third trimester were more likely to be admitted to intensive care following their birth for respiratory, cardiac, low weight and other reasons, and that infants with prenatal SSRI exposure exhibited less motor control upon delivery than infants who were not exposed to SSRIs.
Newborns who were exposed to SSRIs for five months or more prior to birth were at a greater risk for lower Apgar scores 1 and 5 minutes after delivery, indicating they were of lesser health than newborns who were not exposed to SSRIs before birth. However, prenatal SSRI exposure was not found to have a significant impact the long-term mental and physical health of the children. These results are not independent of any effects of prenatal depression on infants. Connection to postpartum depression and parenting stress
Studies have found a strong link between antenatal depression and postpartum depression in women. In other words, women who have antenatal depression are very likely to also develop postpartum depression. The cause of this is based on the continuation of the antenatal depression into postpartum. In a logistical light, it makes sense that women who are depressed during their pregnancy will also be depressed following the birth of their child. This being said there are some factors that determine exclusively the presence of postpartum depression that are not necessarily linked with antenatal depression. These examples include variables like socioeconomic class, if a pregnancy was planned or not, and the parents relationship prior to conception and delivery of the child.In reference to a recent study by Coburn et al., the authors found that in addition to prenatal effects, higher maternal depressive symptoms during the postpartum period (12 weeks) were associated with more infant health concerns. This is consistent with other findings among low-SES Mexican-American women and their infants.