A: Some pregnant women experience mood swings due to hormonal changes. As levels rise and fall, moods may vary. Consistent sadness, crying, etc., may be a sign of depression which is also common during pregnancy and related to physical and emotional changes. Women who have a family history of depression and who have been diagnosed with depression before are at a very high risk of developing depression during or after pregnancy. Let your OB know how you are feeling at your next visit or sooner, if the crying gets worse.