Objective: The present study aimed to compare dyadic coping (DC) and dyadic adjustment in couples in which the woman was experiencing high levels of depressive symptoms and in couples in which the woman presented minimal or no depressive symptoms. Background: Pregnancy may be considered a situation of dyadic stress, during which the presence of high levels of depressive symptoms may impair the ways couples cope together with stress; however, this topic has not yet been studied. Methods: Pregnant women and their partners (n = 289 couples) completed the Edinburgh Postnatal Depression Scale, the Dyadic Coping Inventory, and the Revised Dyadic Adjustment Scale during the second trimester of pregnancy. Results: Couples in which the woman was experiencing high levels of depressive symptoms (n = 57) reported less DC enacted by oneself and by the partner (particularly, less supportive and more negative DC), common DC and overall d5yadic adjustment, compared to couples in which the woman was not experiencing high levels of depressive symptoms (n = 232). Conclusion: These findings highlight the need to assess couples’ dyadic adjustment and DC strategies, which is particularly important when women screened positive for high levels of depressive symptoms during pregnancy.