Pregnancy represents a unique period of time when women are at an increased risk of developing depression. Although the Beck Depression Inventory-Second Edition (BDI-II) is one of the most widely used self-report measures of depression symptomology, its psychometric properties and underlying factor structures have not been determined for antenatal women and among Latinas. The current study evaluated the latent symptom structure of the BDI-II in a community-based sample of Latina pregnant women (N = 217) identified to be at high risk for depression. Exploratory factor analyses were used to identify underlying salient individual item loadings for two- and three-factor models. Confirmatory factor analyses then examined several different indices to determine the best model fit. Examination of exploratory and confirmatory factor analyses supports a three-factor oblique structure of the BDI-II composed of Cognitive-Affective, Somatic, and Pregnancy Symptoms. The three-factor model provides clinicians with the ability to target specific constellations of depressive symptoms instead of relying on the BDI-II total score that represents the overall severity of depression in this population.