Prenatal depression is prevalent and adversely impacts maternal and infant health. This study addresses a critical literature gap and investigates the association between maternal diet quality and prenatal depressive symptoms, as well as the moderating effect of economic well-being on this link. A cross-sectional design was used, including 43 healthy pregnant women in the second trimester aggregated from two research projects. Prenatal depressive symptoms were assessed using the Edinburgh Postnatal Depression Scale. Dietary quality was evaluated using two non-consecutive 24 h dietary recalls, from which the Adapted Dietary Inflammatory Index (ADII) and the Healthy Eating Index (HEI)-2015 were derived. Economic well-being was indicated by the income-to-poverty ratio. A higher HEI-2015 (adherence to dietary guidelines;β= −0.53,p= 0.01) and negative ADII (anti-inflammatory diet;β= 0.40,p= 0.06) were associated with fewer prenatal depressive symp-toms. Among pregnant women with worse economic well-being, a pro-inflammatory diet was as-sociated with more prenatal depressive symptoms (b= 1.69,p= 0.004), but among those with better economic well-being, the association was not significant (b= 0.51,p= 0.09). Dietary interventions aimed at reducing dietary inflammation might hold some promise for improving mental health among pregnant women who are economically vulnerable.