When you are pregnant there is a huge change in hormones in your body, these can can aid to depression forming. You really need to speak to your doctor as once baby is here it may continue and post-natal depression is no fun and can be potentially dangerious to you and yoru baby.
Go to your doctor, talk it out, sometimes just having someone to talk to abotu it all can makes things better, if you want to chat pm me and I will give you my aim/msn or yahoo contacts! My ears are open 24/7!
Best of luck kiddo