Introduction: Women are particularly vulnerable to major depressive disorder sometime throughout their entire lifespan. Their highest risk coincides particularly during pregnancy due to various hormonal, immunological, structural and functional changes that enable the safe delivery of the newborn. In addition, the right sleep habits are important since they help the mother to ensure the necessary maternal energy in order to handle the fetal needs. Aim: To investigate the assessment of depression impact on the sleep habits of pregnant women and its determinants. Material and Method: A cross-sectional study was conducted and the study population consisted of 100 women from mid to late-term gestation (second and third trimester of pregnancy). Data were collected by means of an anonymous questionnaire that was completed voluntarily by the participants. Results: A statistically significant correlation was found between the depression during pregnancy score and the sleep quality score (p<0.001). Among the participants, 25% pregnant women in the study were found to be suffering from depression, while 93% reported that they had insufficient sleep during the last month. According to multivariate analysis, pregnant women with a higher level of education, being in a relationship, being employed and having moderate support from their family environment had lower depression score while older women had lower sleep quality score. Conclusions: The observation of high rate of depressive symptoms during pregnancy and its effect on the sleep habits of pregnant women confirms the necessity of early diagnosis and preventive actions.