Previous research has implicated high levels of antenatal anxiety as a predictor of postnatal depression, but there is a paucity of evidence on the relationship between the various forms of anxiety and postnatal depression. A longitudinal study of 246 mothers (56 with antenatal generalised anxiety disorder (GAD), 68 with antenatal generalised social phobia, 28 with both disorders in the antenatal period, and 94 with no antenatal GAD or social phobia) allowed us to explore whether antenatal social phobia and GAD predict high Edinburgh Postnatal Depression Scale (EPDS) scores (probable depression >12) at 10-14 days, 10-12 weeks, 10 months, 14 months, and 24 months postnatally. We found that, after accounting for the presence of other antenatal anxiety disorders, antenatal depression, maternal age at child's birth, socio-economic status and ethnicity in the models, antenatal GAD independently predicted depression at all time points after delivery. A less robust relationship was found for antenatal social phobia, which predicted postnatal depression at only 10 months after birth. One possibility consistent with our findings is that there may be differences in the timing of postnatal depression with different forms of antenatal anxiety disorders.