Severely depressed pregnant women have twice the risk of delivering their babies early compared to women who show no signs of depression, a new study says.

In a study of nearly 800 pregnant women, scientists with the research division of Kaiser Permanente, a health services firm based in Oakland, Calif., found that 41 per cent of them had significant or severe depressive symptoms.

The women who had less severe symptoms had a 60 per cent greater risk of preterm delivery, which is defined as delivering the baby at less than 37 weeks gestation.

Women with severe symptoms were more than twice as likely to deliver their babies early.

"Clinicians should pay close attention to depression during pregnancy to catch it early," lead study author Dr. De-Kun Li, a reproductive and perinatal epidemiologist, said in a statement.

"If prenatal depression is indeed as prevalent as reported in this and other studies and doubles the risk of preterm delivery, then bringing depression to the forefront of prenatal care could lead to a significant reduction of preterm deliveries."

The findings are published in the online edition of the journal Human Reproduction on behalf of the European Society of Human Reproduction and Embryology.

Researchers do not know what causes preterm delivery, but they do know that it is the primary cause of infant mortality, Li said.

What doctors also know is that a healthy pregnancy relies on a healthy placenta, which has a number of functions such as transferring nutrients from mother to baby and releasing hormones that allow the pregnancy to progress.

Because hormones regulate placental function, and hormones are regulated by the brain, depression may interfere with a pregnant woman's ability to maintain a healthy pregnancy and ward off early labour.

Preterm delivery is not only the leading cause of infant mortality, but it also leads to a $26 billion annual medical bill in the United States alone.