This was an interesting study that I read about that really wasn’t about how depression affected significantly more pregnant women than non-pregnant, but rather a link between the reason why a (too) high percentage of women smoke when pregnant, despite knowing about the health risks they are putting on their fetus and on themselves.
It is suggested that the reason many of these women are not quitting while pregnant even though that is the “socially acceptable” thing to do and the physically more healthy thing to do, is an underlying tendency toward depression. This is being studied, because physicians would like to be more able to help these women with their underlying depression and have them want to quit smoking instead of feeling forced into it. If they feel less depressed, they most likely will not want to smoke as badly.
People want to quit, but the physiological effects of smoking withdrawal are often too intense for them to go all the way with it and see it to the end. Also, many end up picking the smoking habit back up when they feel stressed or anxious or tired, thinking that it will help them better cope with these feelings, although in the end, they actually shoot themselves in the foot and it exacerbates these types of symptoms.