Mothers-to-be without any history of depression are three times more likely to develop depression after the birth of their child if they have anxiety about giving birth.
It is estimated around one in seven women experiences some level of depression in the first three months after giving birth, with teenage mothers most at risk.
It usually develops in the first four to six weeks after childbirth, although in some cases it may not develop for several months.
While it is common for all new mothers to experience mood changes, irritability and episodes of tearfulness after birth - the so-called baby blues - these normally clear up within a few weeks.
However, if the symptoms persist a mother may have postnatal depression and this can affect the care of her child.
The Finnish study of 500,000 expectant mothers has established a link between a prenatally diagnosed fear of childbirth and an increased risk of postpartum depression.
According to the researchers, the observed link between fear of childbirth and postpartum depression may help health care professionals in recognising postpartum depression.
The results were published in BMJ Open.