Poor prenatal sleep quality is associated with increased risk for depressive symptoms but may go undetected in brief, busy prenatal care visits. Among non-depressed pregnant participants, we evaluated whether 1) the endorsement of sleep disturbance on a depression questionnaire predicted postpartum depressive symptoms, 2) the strength of these associations was higher than other somatic symptoms of pregnancy and depression (i.e., fatigue, appetite disturbance), and 3) the endorsement of prenatal sleep disturbance varied by participant characteristics. In this retrospective cohort study, participants had a live birth and completed Patient Health Questionnaire (PHQ-9) during pregnancy and within 8 weeks postpartum between 2012 and 2017. Participants who were non-depressed during pregnancy (PHQ-9 < 10) were included (n = 3619). We operationalized sleep disturbance, fatigue, and appetite disturbance as endorsement of item 3, 4, and 5 on the PHQ-9, respectively, and postpartum depressive symptoms as PHQ-9 total score ≥ 10. Participant characteristic variables included age, race, ethnicity, parity, gestational age at delivery, and preterm birth. Prenatal sleep disturbance was associated with higher odds of postpartum depressive symptoms (aORs 1.9, 95% CI 1.2-3.1 for first trimester; 3.7, 95% CI 1.5-11.5 for second trimester; 3.4, 95% CI 1.9-6.8 for third trimester). Fatigue and appetite disturbance in the first and third trimesters were associated with higher odds of postpartum depressive symptoms. Sleep disturbance varied by race during the first and second trimesters (p < 0.05) and was highest among Black or African American participants (61.8-65.1%). A routinely administered single-item measure of sleep disturbance could identify otherwise lower-risk pregnant individuals who may benefit from depression prevention efforts.