Method: PROGRAVIDA is a cluster randomized controlled trial with pregnant women with depression attending pre-natal care in 12 Primary Care Units with Family Health Program, covering an area of 400,000 inhabitants in Sao Paulo, Brazil. The intervention follows a stepped-care approach and is delivered by health professionals working at the primary care unit responsible by the care of the women. All women from the intervention group receive a program based on psycho-education and problem solving techniques, delivered by a nurse assistant at the women's homes. The program comprises 8 sessions, 6 during pregnancy and 2 after delivery. Intensity of depressive symptoms is assessed using the PHQ-9, at the beginning of the sessions. Women with severe depression are referred to the family doctor and are assessed for the need of antidepressant medication. The control group receives routine care. The primary outcome is remission of depressive symptoms 4-months after the inclusion in the study. Secondary outcomes include remission of depressive symptoms at 6 months after delivery. Women are also assessed for socioeconomic and household characteristics, social support and obstetric complications. The effectiveness and cost-effectiveness of the intervention will be assessed with intention-to-treat analysis, using the clinical outcome and the assessment of quality of life (EQ-5D) four months after inclusion in the trial.