The study led by Dr Najaaraq Lund showed that exposure to certain class of antidepressants can increase the risk of preterm birth, and can affect the overall health of the newborn.
The mothers are also likely to be admitted in the neonatal intensive care unit.
"Depression, antidepressants and lifestyle factors associated with depression may influence pregnancy outcomes and newborn health," said the authors.
"The safety profile of antidepressant medication in pregnancy is undetermined, but depression during pregnancy can be serious and has been associated with an increased maternal mortality," they added.
A class of antidepressants known as selective serotonin reuptake inhibitors (SSRIs) have been used during pregnancy since the early 1990s and are recommended as the first choice for pregnant women in many countries.
During the study, the researchers compared birth outcomes including gestational age, birth weight and Apgar (a measure of overall health of the baby) among babies born to 329 women who were treated with SSRIs,
The findings revealed that women who took SSRIs during pregnancy gave birth an average of five days earlier and had twice the risk of preterm delivery.
Infants exposed to the medications in utero were significantly more likely than the two groups not exposed to have a five-minute Apgar score of seven or below (seven is a general indicator of good infant health) or to be admitted to the neonatal intensive care unit (NICU).
"The study justifies increased awareness to the possible effects of intrauterine exposure to antidepressants," the authors said.
"However, treatment of depression during pregnancy may be warranted and future studies need to distinguish between individual SSRIs to find the safest medication," they added.
The study appears in Archives of Pediatrics and Adolescent Medicine, one of the JAMA/Archives journals.