Purpose: This study aimed to assess the relationship between early-pregnancy Body Mass Index (BMI), perinatal depression risk and maternal vitamin D status. Patients and Methods: A retrospective cohort study from 2013 to 2017 was undertaken involving 16,528 birth events in the Australian Capital Territory. Multivariate binary logistic regression was conducted using the forced entry method. Mediation of the association between maternal early-pregnancy BMI and perinatal depression risk by vitamin D status was also tested. Results: Adjusted logistic regression models found that high maternal early-pregnancy BMI was associated with increased risk of developing perinatal depression (AOR 1.421; 95% CI, 1.191, 1.696) as well as increased odds of being vitamin D deficient (AOR 1.950; 95% CI; 1.735, 2.191). In comparison to women with low perinatal depression risk, women with high perinatal depression risk had increased odds of being vitamin D deficient (AOR 1.321; 95% CI, 1.105, 1.579). Maternal early-pregnancy BMI was a weak significant predictor of perinatal depression risk after including vitamin D as a mediator, consistent with partial mediation, Path C: B=0.016 (95% CI 1.003, 1.030), p= 0.02. Path C’: B=0.014 (95% CI 1.001, 1.028), p= 0.04. Conclusion: In line with current Australian recommendations, women with high earlypregnancy BMI should be screened for both perinatal depression risk and vitamin D deficiency, with referral to relevant support services when indicated.