Antenatal depression is associated with small for gestational age, but few studies have examined associations with weight during childhood. Similarly few studies address whether antenatal and postpartum depression differentially affect child weight. Among 838 mother-child dyads in Project Viva, a prospective cohort study, we examined relationships of antenatal and postpartum depression with child weight and adiposity. We assessed maternal depression at mid-pregnancy and 6 months postpartum with the Edinburgh Postnatal Depression Scale (score >13 indicating probable depression). We assessed child outcomes at age 3 years: body mass index (BMI) z-score, weight-for-height z-score (WHZ), sum of subscapular (SS) and triceps (TR) skinfold thickness (SS+TR) for overall adiposity, and SS:TR ratio for central adiposity. Sixty-nine (8.2%) women experienced antenatal depression and 59 (7.0%) postpartum depression. Mean (SD) outcomes at age 3 were: BMI z-score, 0.45 (1.01); SS+TR, 16.72 (4.03) mm; SS:TR, 0.64 (0.15). In multivariable models, antenatal depression was associated with lower child BMI z-score (-0.24 [95% confidence interval: -0.49, 0.00]), but higher SS:TR (0.05 [0.01, 0.09]). There was no evidence of a dose-response relation between antenatal depression and these outcomes. Postpartum depression was associated with higher SS+TR (1.14 [0.11, 2.18]). In conclusion, whereas antenatal depression was associated with smaller size and central adiposity at age 3 years, postpartum depression was associated with higher overall adiposity.