Recent studies have shown that pregnant women who eat seafood (particularly oily fish like salmon) report lower levels of anxiety during pregnancy. The studies noted that vegetarian women were 25% more likely to suffer from stress and anxiety. You can read the reports here and here.
Similarly, a Norwegian study reports that women who have maintained a balance diet with seafood reported lower levels of post-partum depression.
*Note: These articles are not a substitute for medical advice. Please consult with your doctor to determine your nutritional needs.