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Introduction Perinatal depression (PND) is highly prevalent and can have serious consequences for mother and baby. Despite its significance, key predictors – particularly obstetric, sleep-related and social support factors – have rarely been studied in large population-based cohorts.Methods We assessed associations between obstetric factors (e.g., gestational diabetes, multiple pregnancy, preterm birth, labour and postnatal complications), subjective sleep problems (insomnia, short sleep duration, difficulty getting up in the morning) and social support (loneliness, frequency of visits, and confiding in friends/family) with the probability of PND in up to 27,519 UK Biobank participants who had previously given birth.Both a lifetime history approach and an analysis of linked International Classification of Diseases codes in the periods before and after first birth were used to identify PND cases. Individual predictors were first examined using separate logistic regression models, then included together in penalised regression (elastic net) models to identify the most informative predictors and evaluate their combined predictive performance. Models adjusted for age, neuroticism, Body Mass Index (BMI) and Townsend deprivation index.Results Greater risk of PND was associated with younger age at first birth, higher number of births, history of stillbirth, miscarriage and preterm birth, insomnia, difficulty getting up, short sleep duration and loneliness. Elastic net models incorporating sociodemographic, obstetric, sleep and social support variables predicted lifetime history of PND with sensitivity of 65.4% and specificity of 75.2% and area under the curve (AUC) of 0.77. The most robust predictors included neuroticism, younger maternal age at first birth, higher BMI, greater number of births, loneliness, insomnia, difficulty getting up and previous miscarriage(s).Discussion These findings suggest that new and expectant mothers with a tendency towards sleep difficulties, low social support, or prior pregnancy-related trauma/complications may benefit from targeted preventive resources and support.