Maternal stress, such as the death of a loved one, lack of social support, or a difficult or abusive relationship, has also been shown to increase the risk of premature birth.
However, little research has examined the impact of paternal depression on the health of the mother or the unborn child.
Now, researchers from the Centre for Health Equity Studies in Stockholm (CHESS) have conducted a study on more than 350,000 births in Sweden between 2007 and 2012.
For both men and women, depression was defined as having had a prescription of antidepressant medication, or receiving outpatient/inpatient hospital care, from 12 months before conception to the end of the second trimester of pregnancy.
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People with depression were classed as 'new' cases if they had no depression in the 12 months prior to diagnosis, all other cases were defined as 'recurrent' depression.
While both new and recurrent depression in the mothers was associated with an increased risk of moderately preterm birth of around 30 per cent to 40 per cent, new depression in the fathers was associated with a 38 per cent increased risk of very preterm birth.
"Depression of a partner can be considered to be a substantial source of stress for an expectant mother, and this may result in the increased risk of very preterm birth seen in our study," said Anders Hjern from CHESS.
"Paternal depression is also known to affect sperm quality, have epigenetic effects on the DNA of the baby, and can also affect placenta function," he said.
"However, this risk seems to be reduced for recurrent paternal depression, indicating that perhaps treatment for the depression reduces the risk of preterm birth. For the mothers, depression increased the risk of preterm birth, regardless of whether the depression was new or recurrent," he added.