Depressed mood in pregnancy has been linked to low birth weight (LBW, < 2,500 g), a risk factor for adult-onset chronic diseases in offspring. We examined maternal depressed mood in relation to birth weight and evaluated the role of DNA methylation at regulatory sequences of imprinted genes in this association. We measured depressed mood among 922 pregnant women using the CES-D scale and obtained birth weight data from hospital records. Using bisulfite pyrosequencing of cord blood DNA from 508 infants, we measured methylation at differentially methylated regions (DMRs) regulating imprinted genes IGF2/H19, DLK1/MEG3, MEST, PEG3, PEG10/SGCE, NNAT and PLAGL1. Multiple regression models were used to examine the relationship between depressed mood, birth weight and DMR methylation levels. Depressed mood was associated with a more that 3-fold higher risk of LBW, after adjusting for delivery mode, parity, education, cigarette smoking, folic acid use and preterm birth. The association may be more pronounced in offspring of black women and female infants. Compared with infants of women without depressed mood, infants born to women with severe depressed mood had a 2.4% higher methylation at the MEG3 DMR. Whereas LBW infants had 1.6% lower methylation at the IGF2 DMR, high birth weight (> 4,500 g) infants had 5.9% higher methylation at the PLAGL1 DMR compared with normal birth weight infants. Our findings confirm that severe maternal depressed mood in pregnancy is associated with LBW, and that MEG3 and IGF2 plasticity may play important roles.