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ABSTRACT Background and Aims Throughout the COVID‐19 pandemic, marginalized racial/ethnic groups were at higher risk of worsening mental health and potentially associated adverse pregnancy outcomes. Prior to COVID‐19, pregnant individuals of marginalized backgrounds were more likely to have smaller neonates for gestational age. Furthermore, psychosocial stress and depressive symptoms during pregnancy are positively associated with adverse birth outcomes. The additional stress during the COVID‐19 pandemic for women of marginalized backgrounds, including those with depression diagnoses, may have further exacerbated adverse pregnancy outcomes. We aim to describe birthweight and preterm birth outcomes throughout the psychosocial impact period of the COVID‐19 pandemic among pregnant Black, Indigenous American, and White women with and without depressive disorders. Methods We used Kruskal–Wallis and linear regression to analyze the medical records of 9506 pregnancies whose delivery occurred between 2011 and 2022 in the upper Midwest COVID‐19 epochs were defined by pregnancies during periods “Before” (April 2011–February 25, 2020), “Transitional” (February 25–December 15, 2020) and “After” (December 15, 2020–September 2022). Results The gestational length was shorter for both Black pregnancies ( N = 259) and IA pregnancies ( N = 266) compared to White pregnancies ( N = 8959; p < 0.05). Neonates of Black mothers had significantly lower birthweight than those of White mothers ( p < 0.001). In separate models including race, maternal age, and BMI, mothers with depression diagnosis had lower birthweight ( p ≤ 0.001) but did not differ in gestational length ( p = 0.17). The relationships between maternal race and birthweight, or gestational length, were not mediated by depression diagnosis ( p s > 0.10), regardless of COVID‐19 epoch. Conclusion Our findings, similar to prior research, suggest a further need for interventions to improve pregnancy outcomes among Black and IA pregnancies and for pregnant individuals with depression. Further research identifying additional pathways (e.g., socioeconomic status) may clarify how COVID‐19 impacted pregnancy‐related health disparities and potential methods to ameliorate them.