The objectives of this study were to estimate the prevalence of depressive disorder in late pregnancy in a group of Nigerian women and to examine the associated factors. One hundred and eighty women in late pregnancy completed a questionnaire on sociodemographic and obstetrical details. They also completed the Edinburgh Postnatal Depression Scale (EPDS). A proportion of them were then assessed for the DSM‐IV diagnosis of depressive disorder. Fifteen (8.3%) women met the current (2 weeks) DSM‐IV diagnosis of depressive disorder. The factors independently associated with depression included being single [odds ratio (OR)=16.67, 95% confidence interval (CI)=3.17–87.76], divorced/separated (OR=11.11, 95% CI=1.55–19.65), polygamous (OR=3.92, 95% CI=0.94–16.33), and having a previous history of stillbirth (OR=8.00, 95% CI=1.70–37.57) and perceived lack of social support (OR=6.08, 95% CI=1.42–26.04). Depression is common in late pregnancy among Nigerian women, with the significant correlates including mainly social and family factors. Such factors should be considered when planning health care services or formulating a predictive model. Interventions aimed at reducing the occurrence of antenatal depression need further research. Depression and Anxiety 24:15–21, 2007 .