Despite improvements in service delivery and patient management, low birth weight among infants has been a persistent challenge in South Africa. The study aimed to explore the relationship between depression before pregnancy and the low birth weight (LBW) of infants in post-apartheid South Africa. This study utilized data from Waves 1 and 2 of the South African National Income Dynamics Study, the main outcome being a dichotomous measure of child LBW (<2500 g) drawn from the Wave 2 child questionnaire. Depressive symptoms of non-pregnant women was the main predictor drawn from the Wave 1 adult questionnaire. Depressive symptoms were screened using the 10-item four-point Likert version of the Center for Epidemiologic Studies Depression Scale (CES-D) instrument. A total score of 10 or greater on the CES-D indicates a positive screen for depressive symptoms. An adjusted logistic regression model was used to examine the relationship between women’s depression before pregnancy and infant LBW. A sample size of 651 women in Wave 1 was linked to 672 newborns in Wave 2. The results of the adjusted logistic regression model indicated depressive symptoms (CES-D ≥ 10) prior to pregnancy were associated with infant LBW (adjusted OR 2.84, 95 % CI 1.08–7.46). Another significant covariate in the model was multiple childbirths. Our finding indicates that women’s depressive symptoms prior to pregnancy are associated with the low birth weight of newborns and suggests that this association may not be limited to depression present during the ante-natal phase.