The purpose of the Preconception and Pregnancy Obesity Treatment and Prevention Among Women with A History of Depression preliminary study is to provide a lifestyle intervention for women with a history of depression who are trying to conceive or are pregnant in order to prevent excessive pre-pregnancy weights, avoid excessive gestational weight gain, and to improve other markers of metabolic health. The treatment program consists of 10 private sessions with a trained clinician at no cost to participants.

The investigators are evaluating a new lifestyle intervention to help women with a history of depression who are pregnant or trying to conceive to learn to exercise, eat well, and live a healthy lifestyle. They are interested in examining if this therapy-based program can positively impact eating and exercising habits and see if the treatment is enjoyable. All participants will receive this intervention.

Inclusion Criteria:

• History of depression
• Pregnant in first trimester or planning to become pregnant within next year
• Ability to give informed consent
• Age > or = 18 and < 45 years
• Overweight or obese (Body mass index > 25 kg/m^2)

Exclusion Criteria:

• Unwilling/unable to comply with study procedures
• Endorsed item on the Physical Activity Readiness Questionnaire (PAR-Q)
• Diagnosis of anorexia nervosa or bulimia nervosa in the past month
• Diagnosis of substance dependence in the past month
• Active suicidality (Montgomery Asberg Depression Rating Scale (MADRS) item 10 score > 4)
• Exercising regularly (i.e., 5 days per week for 30 min)
• Neurologic disorder or history of head trauma
• Contraindications to exercise or diet interventions (e.g., co-morbid nutritional and metabolic diseases, physical injuries, contraindications to exercise for pregnant women)