Being born prematurely often means that children have lower birth weights than children who are born after a full, nine-month pregnancy. Low birth weight is associated with increased risks of cardiovascular disease and type 2 diabetes later in life and with an increased risk of depression. However, there has been little research into whether being born prematurely can, in itself, lead to an increased risk of depression, regardless of the weight of the baby. A study of 1,371 people in Finland born between 1934 and 1944 asked them about their current levels of depression and compared this with the information about their birth measurements and length of gestation. The researchers found that the less time people spent in the womb the more likely they were to be depressed later regardless of how big they were at birth. The relationship between gestation length and depression still held true even when socioeconomic factors and current weight and height (early babies are more likely to be overweight and obese later in life) were taken into account.
Raikkonen, Katri ... [et al] - Length of gestation and depressive symptoms at age 60 years British Journal of Psychiatry June 2007, 190, 469-474