This paper aims to study the pattern of perinatal depressive symptomatology and determine the predictive power of second trimester perinatal depressive symptoms for future perinatal periods. A population-based sample of 2,178 women completed the Edinburgh Postnatal Depression Scale (EPDS) in the second and third trimesters and at 6 weeks postpartum. Repeated measures ANOVAs were used to determine the EPDS scores across three stages. The predictive power of the second trimester EPDS score in identifying women with an elevated EPDS score in the third trimester and at 6 weeks postpartum were determined. The predictive power of the second trimester EPDS score was further assessed using stepwise logistic regression and receiver operator characteristic curves. EPDS scores differed significantly across three stages. The rates were 9.9%, 7.8%, and 8.7% for an EPDS score of >14 in the second and third trimesters and at 6 weeks postpartum, respectively. Using a cut-off of 14/15, the second trimester EPDS score accurately classified 89.6% of women in the third trimester and 87.2% of those at 6 weeks postpartum with or without perinatal depressive symptomatology. Women with a second trimester EPDS score >14 were 11.78 times more likely in the third trimester and 7.15 times more likely at 6 weeks postpartum to exhibit perinatal depressive symptomatology after adjustment of sociodemographic variables. The area under the curve for perinatal depressive symptomatology was 0.85 in the third trimester and 0.77 at 6 weeks postpartum. To identify women at high risk for postpartum depression, healthcare professionals could consider screening all pregnant women in the second trimester so that secondary preventive intervention may be implemented.