Compared with healthy controls, women with MDD in pregnancy had raised interleukin (IL) IL-6 (effect size (δ) = 0.53, p = 0.031), IL-10 (δ = 0.53, p = 0.043), tumor necrosis factor alpha (δ = 0.90, p = 0.003) and vascular endothelial growth factor (δ = 0.56, p = 0.008), together with raised diurnal cortisol secretion (δ = 0.89, p = 0.006), raised evening cortisol (δ = 0.64, p = 0.004), and blunted cortisol awakening response (δ = 0.70, p = 0.020), and an 8-day shorter length of gestation (δ = 0.70, p = 0.005). This evidence concerns the gene TNF and major depressive disorder.