The aim of this study is to prospectively examine the association between maternal depressive symptoms in early pregnancy and risk of abnormal glucose tolerance (AGT) and impaired glucose tolerance (IGT) in mid-pregnancy. We evaluated this association among 934 participants in Proyecto Buena Salud, a prospective cohort study of Hispanic (predominantly Puerto Rican) women in Western Massachusetts. Depressive symptoms were assessed in early pregnancy using the 10-item Edinburgh Postnatal Depression Scale. Scores ≥13 indicated at least probable minor depression and scores ≥15 indicated probable major depression. AGT and IGT were diagnosed using American Diabetes Association criteria. In early pregnancy, 247 (26.5 %) participants experienced at least minor depression and 163 (17.4 %) experienced major depression. A total of 123 (13.2 %) were classified with AGT and 56 (6.0 %) were classified with IGT. In fully-adjusted models, the odds ratio for AGT associated with minor depression was 1.20 (95 % CI 0.77-1.89) and for major depression was 1.34 (95 % CI 0.81-2.23). The odds ratio for IGT associated with minor depression was 1.22 (95 % CI 0.62-2.40) and for major depression was 1.53 (95 % CI 0.73-3.22). We did not observe an association with continuous screening glucose measures. Findings in this prospective cohort of Hispanic women did not indicate a statistically significant association between minor or major depression in early pregnancy and AGT or screening glucose values in mid-pregnancy. Due to the small number of cases of IGT, our ability to evaluate the association between depression and IGT risk was constrained.