Adverse pregnancy experiences were examined retrospectively in relation to adult lifetime experience of clinical depression to see whether such experience conferred long-term risk for women. The sample consisted of just under 200 community-based women, half of whom were selected for high depressive-risk on the basis of adverse childhood experience. Over two-thirds of these women had experienced pregnancy. Adverse pregnancies were classified either in terms of loss (adverse non-live pregnancy/births) or in terms of live births in difficult circumstances (adverse live pregnancy/births). Intensive life history interviews collected details of all pregnancies, childhood neglect/abuse, marital adversity and a history of episodes of clinical depression. Both adverse non-live and live pregnancy experiences were significantly related to lifetime depression. The relationship remained for depression in different time periods and for those episodes unrelated to maternity experience. Both types of adverse pregnancy/birth experiences were associated with increased rates of marital problems. While adverse live pregnancy/births related to prior childhood neglect/abuse, this did not hold for those non-live. Logistic regression showed that only adverse non-live pregnancy/births together with marital adversity and childhood neglect/abuse provided the best model for lifetime depression. The findings are discussed in terms of lifetime trajectories linking difficult environments, close relationships and issues of loss.