We conducted a longitudinal study to identify risk factors for postpartum depression. At the late phase of pregnancy, 627 pregnant women agreed to take the State-Trait Anxiety Inventory Trait (STAIT) test and to remain in the study until 4 months postpartum. At 1, 3 and 4 months postpartum, they took the Edinburgh Postnatal Depression Scale (EPDS) test and the State-Trait Anxiety Inventory State (STAIS) test. At 3 months postpartum, they were asked about socio-psychological and obstetric factors. High scores in the EPDS and STAIS tests were correlated with primiparity, premature delivery, difficult labor, experience of life events and worries about baby care. Furthermore, high scores in the STAIT test in late pregnancy were strongly correlated with high scores in the EPDS and STAIS tests in the postpartum period.