Limited research has been conducted in the United Arab Emirates in relation to postpartum depression. The purpose of this study was to investigate the risk and protective factors of postpartum depression in women in Sharjah, United Arab Emirates. We carried out a prospective study in which we followed women from the second trimester of pregnancy until 4 months postpartum. Data were collected during the second and third trimesters and then at 2- and 4- months postpartum. The risk/protective factors that were investigated included: depression and anxiety during pregnancy, stressful life events, breastfeeding, employment status following delivery, religiosity, and socio-demographic variables. The Edinburgh Postnatal Depression Scale (screening) and the Mini International Neuropsychiatric Inventory (diagnostic) were used as outcome variables. Using the Mini International Neuropsychiatric Inventory (diagnostic), 10% of the 137 participants in the study were diagnosed with postpartum depression. The following variables were found to be predictive of postpartum depression: depression during pregnancy in both the second and third trimesters: number of children, religion, and use of formula for feeding. Several factors were of borderline significance including educational level of mother, lack of breastfeeding, personal stressful life events, and employment status following delivery. These risk factors are important as they indicate potential areas for early identification. Screening of pregnant women during pregnancy and in the postpartum phase would be important. This study forms the foundation for further research and development related to prevention and intervention for postpartum depression in this Arab context.