The goal of this study is to understand the contribution of sleep-disordered breathing (SDB) to one of the most common and debilitating adverse pregnancy outcomes, perinatal depression. The study is a randomized trial to test the efficacy of positive airway pressure (PAP) on sleep and depression symptoms in perinatal women. Participants will be pregnant women with depression and sleep-disordered breathing. Participants will be randomly assigned to receive either PAP therapy (PAP group) or treatment as usual within obstetrics (TAU group). Mood and sleep assessments will be completed at baseline, after 1 week of enrollment, and monthly thereafter through 12 weeks postpartum. Cortisol will be measured using saliva collection at baseline and again 8 weeks later.