Objective: To determine the relationship between pre-pregnancy obesity and screening results of gestational and post-delivery depression in women referred to the health centers of Tabriz, Iran. Methods: In this cohort study, 62 and 245 pregnant women with class 2–3 obesity [body mass index (BMI)≥35 kg/m²] and normal-weight (BMI 18.5–24.9 kg/m²) were enrolled, respectively, in the first trimester of pregnancy from December 2012 to January 2016. For matching of groups, nulliparous and multiparous mothers aged 18–35 years were selected with the ratio of 1:4 in obese and normal BMI groups from the same recruitment center and to controlling the confounder factors, inclusion criteria were considered. The Edinburgh Postnatal Depression Scale (EPDS) was completed in five time points, the first, second, third trimester of pregnancy, 6–8 weeks and 12 months after delivery. Independent t-test, Mann-Whitney, chi-square, Fisher’s exact tests and multivariate logistic and linear regression adjusted for confounders were used. P<0.05 was considered as statistically significant. Results: Based on the EPDS, 12.7% of normal weight women in first, 13.5% in second, 10.2% in third trimester of pregnancy, 7.8% in 6–8 weeks of postpartum and 10.6% in 1 year after delivery screened positive for depression. This proportion was greater in class 2–3 obese women (32.3%, 33.3%, 28.8% in trimesters of pregnancy and 35.4%, 19.4% in postpartum period, respectively) (P<0.05). The results of multivariate logistic regression adjusted for confounding factors showed that the risk of depression in the first trimester of pregnancy for class 2–3 obesity was 3.25-fold greater than normal weight group [adjusted odds ratio (aOR) 3.25, 95% confidence interval (CI) 1.68–6.28]. This risk was 3.29-fold in the second (aOR 3.29, 95% CI 1.67–6.47), 4-folds in the third trimester (aOR 4.003, 95% CI 1.84–8.70 for third), 7.5-fold in the 6–8 weeks of postpartum (aOR 7.46, 95% CI 3.30–16.89) and 1.83-fold (aOR 7.46, 95% CI 3.30–16.89) for 1 year after birth. Conclusions: Pre-pregnancy obesity was associated with probability of gestational and post-delivery depression. Therefore, training and planning to conduct required interventions to resolve obesity seem be helpful in this regard.