You can help in many different ways. Firstly, DON'T TAKE YOUR PREGNANT PARTNER'S DEPRESSION PERSONALLY. Of course, if you are having relationship difficulties, that might be a source of stress for her; a willingness on your part to sort things out would probably be of help but, essentially, depression is not really anybody's FAULT. You can help best if you realise that the depression probably has very little to do with you, so it is not something for you to be wounded about or affronted by. If you are freaked out by it, that might make your partner feel guilty - guilt is very big in feeding depression.
Secondly, DON'T TRY TO FIX IT YOURSELF. Rather, make sure she gets some
really good professional help.
If you do want to be of assistance, HELP YOUR PARTNER TO DEVELOP A STRONG NETWORK of professional and personal SUPPORT. She will need the input of more than just one person if she is to overcome pregnancy depression and avoid postnatal depression.
It is sometimes the case that men emotionally distance themselves from their partner if she is unhappy because they feel powerless to help. If you are feeling overwhelmed and confused you might feel you want to withdraw from your pregnant partner's depression. But a sense of isolation will increase the mental stress that your partner is experiencing so if you are able to be GENTLY SUPPORTIVE that would probably be a great help. If you can go with your partner to her scan and check-up appointments, do so. Try to be warm and affectionate even if she is not as affectionate as she usually is.
One of the key things about pregnancy depression is a feeling of extreme tiredness (actually some pregnant women who are not depressed feel really knackered too). You can help by realising that YOUR PARTNER MAY NEED MORE PRACTICAL HELP than she used to and trying to see this as something that you can contribute to the 'growing' of your child, rather than seeing it is a burden.
My own partner reminded me that people with depression have a really hard time making decisions. This may seem annoying to you, especially at a time when some decisions do need to be made. TRY TO BE PATIENT IF YOUR PARTNER IS INDECISIVE OR PUTS THINGS OFF BECAUSE SHE CAN'T MAKE DECISIONS. Perhaps this is a time when you can TAKE ON SOME OF THE DECISION MAKING that you would normally leave up to her. She might fight it a bit because she might feel bad that she can't do it, or angry at herself for giving up her independence, but I'm willing to bet she'll really feel quite relieved.
Lastly, depression always has a large element of self-hatred. Your pregnant partner's depression may leave her feeling that she looks ugly and unattractive. This might mean that she avoids going to shop for maternity clothes. She might even start to feel useless or a failure. She may start doubting that she has the ability to be a good parent. You can help by being POSITIVELY AFFIRMING. Don't tell her that what she feels is wrong but do remind her that you have a different point of view or perspective. My partner often reminded me that I was "pregnant not fat", that I was doing a good job of being pregnant and that he thought I would be a great mother. He encouraged me and helped me to shop for maternity clothes. It helped a lot. Perhaps you could do the same.