Little is known about the natural course of depressive symptoms and associated features throughout pregnancy. We examined the course of some psychological and somatic symptoms in each month of pregnancy in a normative sample. A consecutive, unselected sample of women (N = 374) were interviewed retrospectively at 6 weeks postpartum with the Structured Clinical Interview (DSM-IV). Women were asked whether they had experienced each symptom at any time during pregnancy and the occurrence of the symptom for each month of pregnancy. Associated symptoms of depression showed complex changes across pregnancy. Depressed mood (F(df) = 5.15(1); p = 0.02) showed a quadratic pattern with elevations at the beginning and end of pregnancy. Both linear increases ((a)) and quadratic ((b)) changes over time were observed for sensitivity to criticism (F (a)(df) = 20.9(1), p (a) = 0.00; F (b)(df) = 7.02(1), p (b) = 0.00), lack of concentration (F (a)(df) = 37.0(1), p (a) = 0.00; F (b)(df) = 10.3(1); p (b) = 0.00), decreased energy (F (a)(df) = 13.4(1); p (a) = 0.00; F (b)(df) = 62.6(1); p (b) = 0.00) and feelings of heavy limbs (F (a) (df) = 92.9(1); p (a) = 0.00; F (b)(df) = 67.7(1); p (b) = 0.00). Only guilt (F(df) = 0.00(1); p = 0.93) showed no significant change over pregnancy. Psychological symptoms changed throughout pregnancy as much as somatic symptoms. A linear increase was found for most symptoms, but significant non-linear changes were also found. The discrepancy between the patterns of depressed mood and most somatic and psychological symptoms suggest complex interactions and potentially important implications for assessment and monitoring treatment.