Aims and objectives To investigate the prevalence of depression in the third trimester of pregnancy and identify the related demographic risk factors. Background Antenatal depression as a disabling and treatable disease has a wide-ranging impact on perinatal women and has received extensive attention from researchers. Design A cross-sectional survey was conducted at three public hospitals. Methods Demographic questionnaire was developed from the literature review, and depression was assessed using the Edinburgh Postnatal Depression Scale. A binary logistic regression model was used to assess the association between depression and demographic predictors. STROBE checklist for cross-sectional studies was applied in this paper (see Appendix S1). Result A total of 773 pregnant women participated in the study. 29.6% of participants scored more than 9 points on Edinburgh Postnatal Depression Scale. In the final logistic model, living in rural area, marital satisfaction, assisted reproductive technology, lacking of prenatal health knowledge and life events were strongly significantly associated with antenatal depression. Moreover, living in an extended family, without Medicare insurance, unemployed, working as civil servants or healthcare workers, and lower household income also predicted antenatal depression. However, education level, smoking or drinking before pregnancy was found not to be associated with antenatal depression. Conclusion Our findings suggest that the prevalence of antenatal depression was high. Satisfied with the current marital status, pregnancy without assisted reproductive technology, knowledge of perinatal care and no life events recently were considered as the protective factors for antenatal depression. Relevance to clinical practice Antenatal psychological interventions should focus on how to improve the marital satisfaction and the relationship with their family members. More attentions should be paid to the women who have had some life events recently or received assisted reproductive technology for pregnancy.