The aim of this study was to examine the prospective relationship between pregnancy physical discomforts experienced during the second trimester and late pregnancy depressive symptoms, as well as the mediating effect of sleep quality on antenatal depressive symptomatology. Healthy pregnant women (N=257) completed the Physical Symptoms Questionnaire, the Beck Depression Inventory, and the Pittsburgh Sleep Inventory at early-mid second trimester, and then again at late third trimester. Physical symptoms and sleep quality at the first time point were both correlated moderately with depressive symptoms at late pregnancy. Discomfort associated with physical symptoms was a better predictor of depressive symptoms than Frequency of symptoms, although a score combining Frequency, Discomfort and Effect of symptoms on life was the strongest predictor of depressive symptoms. Results of the hierarchical regression analyses of the mediation model indicated that physical symptoms at early-mid second trimester predicted depressive symptoms in the last trimester both directly, and via poor sleep quality (prospectively), which mediated the relationship. The clinical implications of these findings for antenatal care are discussed.