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Prenatal depression is a common disease, and it is an important risk factor for depression of postpartum and the diseases of newborn. However, this diagnosis of disease was deeply dependent on questionnaires evaluation by psychologists. The methods of evaluating and monitoring depression in the clinical laboratory are very limited. We dynamically determined serum cytokines (GM-CSF, Il-1$\beta$, Il-2, Il-3, Il-4, Il-5, Il-6, Il-10, Il-12, Il-17, TNF-$\alpha$ and IFN-$\gamma$) and catecholamine (CA) hormone (adrenaline (AD) noradrenaline (NA) and dopamine (DA)) to screen valuable markers evaluating depression in pregnancy. A higher rate of anxiety in pregnant women was 73.58% (78/106) during early pregnancy, compared with it in middle pregnancy. A higher rate of depression in pregnant women was 31.73% (33/104) compared with it during early pregnancy. During early pregnancy, there were no significant differences in cytokine, AD and DA between healthy pregnant women, anxious and depressed pregnant women. But the severely depressed pregnant women had a high level of NA ($168.49\pm 11.22$pg/mL versus $340.85\pm 26.78$pg/mL, $P<0.05$) during early pregnancy. The depressed pregnant women with vaginal bleeding were at a high-level NA. During middle pregnancy, IL-1$\beta$ ($P<0.05$), IL-6 ($P<0.05$) and IL-10 levels ($P<0.05$) were significantly higher in depressed women than in healthy women. There was no significant difference in CA hormones between healthy women and depressed women. Our study showed that levels of cytokines and CA hormones kept shifting during the pregnancy process. A continuous high level of NA in serum might be related to depression during early pregnancy and might have a possibility of inducing vaginal bleeding.