Background and Objective: Postpartum depression in addition to the mother's health has a negative impact on infant development. Health Locus of Control (HLC) is the degree to which an individual believes that his behavior is controlled by external or internal factors. This study aimed to assess the postpartum depression and its relationship to HLC scale and some of demographic factors in Gonabad. Materials and Methods: In this cross-sectional study, the participants were 230 pregnant women visiting their obstetrician on a regular basis. The data collection instruments included a demographic questionnaire, multidimensional HLC and Edinburg depression scales. The collected data were analyzed with SPSS-20 using statistical tests of ANOVA, multiple regression, and Pearson coefficient correlation. Results: The prevalence of depression was 21.5%. There was a significant correlation between age and postpartum depression. Delivery frequency affected postpartum depression, i.e., increasing the number of children also increased the risk of postpartum depression. EPDS score was positively correlated with neonatal sexuality, so that the occurrence of postpartum depression in mothers with newborn baby boys was more than girls. Inner confidence, acceptance of effective people and belief in chance were predictors of postpartum depression which exhibited significant effects of negative, positive and positive, respectively. Conclusion: Studies of health control beliefs, especially belief in chance can be valuable in identifying pregnant women who are at risk of postpartum depression. Since belief in chance was a significant predictor of depression symptoms, clinicians might assess this component to identify those women who are at risk of developing depression during their pregnancy and to develop prevention programs and treatment procedures.