Abstract Background Antepartum depression (AD) is associated with a greater risk of adverse outcomes for both mothers and fetuses. Maternal health literacy (MHL), family functioning (FF), and self-efficacy (SE) are important factors affecting antepartum depression (AD) in pregnant women. Therefore, this study aimed to explore the associations between these factors and whether MHL and SE mediate the relationship between FF and AD. Methods This cross-sectional study included 1392 pregnant women from 6 hospitals in Chongqing, China. Data were collected via structured scales, including the Edinburgh Postpartum Depression Scale, the APGAR Family Care Index Scale, the Maternal Health Literacy Scale and the General Self-Efficacy Scale (GSES). Structural equation modeling(SEM) was used to test the hypothesized relationships among the variables. Results In our survey, 31.90% participants had depression symptoms. Correlation analysis revealed that all the variables were significantly correlated with AD (p