Postpartum depression (PPD) is a significant public health concern with prevalence of major and minor depressions reaching 20 % in the first three postpartum months. Sociodemographic and psychopathology correlates of PPD are well established; however, information on the relationship between premenstrual disorders and the development of PPD is less well established. Thus, the aim of this study was to examine the role of premenstrual syndrome (PMS)/premenstrual dysphoric disorder (PMDD) as a risk factor for PPD. Premenstrual symptoms were assessed retrospectively using the premenstrual symptoms screening tool (PSST) and depression was diagnosed according to the Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition (DSM-IV) criteria and assessed using the Hamilton Depression Rating Scale (HDRS). A two-stage screening procedure was applied. In the first stage, the Patient Health Questionnaire (PHQ-9) was employed. In the second stage, women endorsing ≥5 symptoms on the PHQ-9 were administered the Structured Clinical Interview for DSM-IV, HDRS, and PSST. Hierarchical linear regression showed that history of depression and PMS/PMDD contributed an additional 2 % of the variance (p < 0.001), beyond that of sociodemographic factor effects. The full model accounted for 13 % of the variance in postpartum depressive symptoms. Using logistic regression, a significant association also emerged between PMS/PMDD and PPD (OR = 1.97). The findings of this study suggest that PMS/PMDD is an important risk factor for PPD. Women endorsing a history of PMS/PMDD should be monitored during the perinatal period.