Given the risk of adverse perinatal outcomes associated with a depressive disorder, the Health Resources and Services Administration’s (HRSA) Maternal and Child Health Bureau (MCHB) from 2001–2005 devoted resources through the Federal Healthy Start Initiative to screen pregnant women for depression and link them with services. In this report, we present the evaluation of a program that screened for depression and provided services for women with depressive symptoms or psychiatric distress in pregnancy to assess whether the program was associated with a reduction in babies born low birth weight, small for gestational age, or preterm. The program impact was examined among 1,100 women in three cohorts enrolled from 2001–2005 that included: (1) subjects recruited prior to the inception of the Healthy Start Initiative; (2) subjects enrolled in the Healthy Start Initiative; and (3) a comparison group recruited during the project period but not enrolled in the Healthy Start Initiative. After adjustment for covariates, women with probable depression were over one and a half times more likely to give birth to a preterm baby than non depressed women. Neither adjusted nor unadjusted risks for delivery of preterm, low birth weight or small for gestational age infants were significantly lower for women enrolled in Healthy Start as compared to women not enrolled in Healthy Start. However, regardless of enrollment in Healthy Start, women who delivered babies after the Healthy Start program began were 85% less likely to deliver preterm babies than women giving birth before the program began. Depression status conferred increased risk of adverse birth outcomes, results that were not altered by participation in the Healthy Start program. We cannot exclude the possibility that the community activities of the Healthy Start program promoted increased attention to health issues among depressed women and hence enhance birth outcomes.