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Background: Depression is a major public health concern among Indian adolescents. Pre- and post-natal depression can often alter fetal development and have negative consequences on the physical and mental health of the mother. This paper aims to draw attention to the prevalence of depression and its correlates among currently married, ever-pregnant adolescents from two Indian States, i.e. Uttar Pradesh and Bihar. Methods: This study utilizes data from a subsample (n = 3116) of the prospective cohort study Understanding the Lives of Adolescents and Young Adults (UDAYA) among 10 to 19 year-old adolescents. Bivariate analysis was performed to assess the prevalence of depression by sociodemographic and behavioral characteristics. To further access the predictors associated with depression a logistic regression model was applied. Results: Around one-tenth (9%) of pregnant adolescents had depression. Regression analysis indicated that substance use, religion, autonomy, considering attempting suicide, premarital relationship, violence, dowry, adverse pregnancy outcome, menstrual problem, and parental pressure for the child immediately after marriage were significantly associated with depression. Conclusions: This study confirms the pre-existing annotation that teen pregnancy is linked with depression. Findings indicate that Adolescent mothers experiencing violence, and a history of adverse pregnancy outcomes are at increased risk of developing depression. These study findings call for an urgent need to address depression among adolescent mothers. [ABSTRACT FROM AUTHOR]