In addition to medication and talk therapy, there are a number of different alternative treatments with varying degrees of research behind them.
Sleep and Exercise
Because depression can so strongly affect your sleep and energy levels, adjusting your sleep and exercise are widely thought to be effective mediators for depression symptoms.
Here are tip for getting better, more restful sleep, through the stages of your pregnancy and into postpartum. Additionally, you may want to use the Sleep and Mood Diaries.
Sleep Diary Download 
Mood Diary Download
Yoga and Relaxation
Recently yoga has begun to receive a lot of attention as a possible remedy for depressive symptoms. Although there is not a large body of research to support that, a 2015 review of research into yoga as a treatment for depression in pregnant women showed that prenatal yoga may be helpful to decrease maternal depressive symptoms, that both depressed and non-depressed women can benefit from yoga, and that integrated yoga (which includes physical exercise, but also pranayama, meditation, or deep relaxation) seems to be more effective in treating depression than just physical-exercise-based yoga.
Complementary and Alternative Therapies
Although ample research has shown that many medications pose minimal risk to developing fetuses and breastfeeding babies, many women still choose to not rely on medications for depression treatment in this period. In order to identify other effective and safe treatments for mothers in the perinatal period, more attention is being given to researching complementary and alternative medicine therapies for perinatal depression. An article in the peer reviewed journal Best Practice & Research Clinical Obstetrics & Gynaecology reported on some common complementary and alternative medicine therapies:
- There is evidence for augmentation with omega-3 fatty acids, exercise or folate with standard treatments for perinatal depression
- Bright light therapy may be a reasonable therapeutic option for some individuals who prefer non-pharmacologic interventions.
- Acupuncture and massage may provide benefit in the treatment of perinatal depression at this time, but should not replace more standard therapies.
Transcranial Magnetic Stimulation
Transcranial magnetic stimulation (TMS) is a relatively new therapy for treatment of depression symptoms that has recently been approved by the FDA and is now often covered by insurance plans. It is generally used as a last resort after medications have proven ineffective. It consists of using a magnet to administer a series of pulses in rapid succession to an isolated portion of the brain. Research on non-pregnant patients has shown that TMS is effective as at least a subset of commercial available antidepressant medications, and also has been shown to have few side effects and is well tolerated by patients.
Less research has been done on TMS as an effective treatment in the realm of perinatal depression. However, a search of current research revealed one pilot study of the use of TMS to treat postpartum depression in mothers who were not using antidepressant medications. Although the treatment produced promising results, more research is necessary to make any validated claims about the effectiveness of TMS in the treatment of perinatal depression.
Sources:
Deligiannidis, K. M., & Freeman, M. P. (2014). Complementary and alternative medicine therapies for perinatal depression. Best Practice & Research Clinical Obstetrics & Gynaecology, 28(1), 85-95.
Gong, H., Ni, C., Shen, X., Wu, T., & Jiang, C. (2015). Yoga for prenatal depression: a systematic review and meta-analysis. BMC psychiatry, 15(1), 1.
Schutter, D. J. L. G. (2009). Antidepressant efficacy of high-frequency transcranial magnetic stimulation over the left dorsolateral prefrontal cortex in double-blind sham-controlled designs: a meta-analysis. Psychological medicine, 39(01), 65-75.