The treatment of depression during pregnancy can be challenging for patients and providers alike. An increasing attention to perinatal mood disorders has led to an expanding literature that is often difficult for providers to navigate. It can be a challenge for providers to feel comfortable reviewing the broad scope of the risks and benefits of treatments in the context of the limitations of the literature. Women who are depressed during pregnancy have been found to have an elevated risk of poor obstetrical outcomes, although studies of the relationship between depression and outcomes are limited. Women who are treated with antidepressants during pregnancy are also at risk for a host of poor obstetrical and fetal outcomes. The risks for these outcomes are often confused by confounding factors and study design limitations. Understanding the current data and their limitations will allow providers to guide their patients in choosing treatment options. Consistent and simple strategies should be used when discussing the risk-benefit analysis with the patient.