I had this during pregnancy with my daughter and was living in a remote part of Australia at the time where they didn't seem too concerned.
However, I suffered acute depression during the pregnancy and was subsequently diagnosed with Post Natal depression shortly after the birth. It took me about 2 years to get over the PND.
I was quite ill in hospital and am now unable to take any contraception containing estrogen. We are considering having another child so my concerns are that it may reoccur - but this time I shall be prepared and seek help immediately.