Objectives: This study aimed to evaluate the association between pre-pregnancy menstrual cycle characteristics (i.e. cycle-length variability and cycle length) and antenatal depression. Methods: This study retrieved the data from the baseline survey of the randomized controlled trial with pregnant women at 16–20 weeks gestation who used a pregnancy tracking app. The antenatal depression was assessed using the Edinburgh Postnatal Depression Scale (EPDS) at 16–20 weeks gestation, and the cutoff point of 10/11 was adopted. Pre-conceptional menstrual cycle information was obtained via a prerecorded period tracking app. Cycle-length variability was defined as the average difference in the lengths between cycles, dichotomized into regular (≤6 days) and irregular (>6 days). Cycle length was coded as a categorical variable: <25 days, 25–26 days, 27–29 days (regular), 30–31 days, 32–33 days, and 34+ days. The associations of cycle disorders with EPDS scores were examined using regression analysis and a multiple logistic regression model adjusted for covariates. Results: The total of 3473 participants were analyzed in this study. Irregular cycle variability (>6 days) was significantly associated with high EPDS scores (adjusted: standardized beta = 0.049, p = 0.003) and with high cutoff EPDS scores (over 11) (adjusted OR = 1.40 [1.02–1.94], p = 0.038) but not with cycle length. Conclusion: Irregular menstrual cycle before pregnancy was associated with depression during pregnancy. The health of the menstrual cycle during preconception needs to be further explored to promote healthy maternal mental health.