In this randomized controlled trial, eligible women will be randomly assigned to either a 9-week Prenatal Yoga Program (PYP) vs. a 9-week health education control group, the Mother-Baby Wellness Workshop (MBWW). Follow up assessments will take place at multiple points during the study. The primary study outcome will be severity of prenatal depression assessed by a blind interviewer. The investigators will examine relevant secondary outcomes (self-reported depression, anxiety, functioning, & pain; pre-term birth) and potential mediators (inflammation, mindfulness/non-judgment).