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Depression during pregnancy is a significant public health problem that is associated with adverse consequences for women and children. Despite the availability of treatment options, depression during pregnancy is often undertreated. Most pregnant women prefer nonpharmacological interventions over antidepressant medications. We review the evidence base for psychotherapeutic treatment approaches to depression during pregnancy. Treatments reviewed include interpersonal therapy, cognitive-behavioral therapy, behavioral activation, and mindfulness-based cognitive therapy. We review both traditional face-to-face delivery and digital interventions. We conclude with recommendations for treatment preferences, collaborative decision-making, and strategies to improve uptake of such services among prenatal women.