Electroencephalogram (EEG) patterns may reflect a vulnerability to depression. In an effort to understand their earliest origin, we examined their stability and consistency and their associations with perinatal depressive symptoms. Depressive symptoms were measured prospectively throughout the perinatal period in 83 women with histories of depression and/or anxiety. Infant's EEG was recorded during baseline, feeding, and play at 3 and 6 months of age. Prenatal and postpartum depressive symptoms interacted significantly to predict 3- and 6-month-olds' EEG asymmetry scores. Asymmetry scores were consistent across contexts, except from baseline to feeding and play at 6 months, and stable across ages, except during feeding. Changes in depressive symptoms across ages were not associated with changes in infant EEG. Findings highlight the importance of considering both prenatal and postpartum depressive symptoms in the prediction of infant EEG, as well as the need to consider context to understand stability of infant EEG patterns. © 2013 Wiley Periodicals, Inc. © 2013 Wiley Periodicals, Inc. Dev Psychobiol 56: 459–473, 2014.