New York City (NYC) public hospitals recently mandated that all pregnant women be screened for depression, but no funds were allocated for screening or care coordination/treatment, and research suggests that unfunded mandates are not likely to be successful. To address this, we implemented an on-site depression prevention intervention (NYC ROSE) for positive depression screens among pregnant, mostly Black and Hispanic, lower-income women in one public hospital. In this paper, we used Aarons’ implementation model to describe the successes and challenges of screening and intervention. Patient tracking sheets and electronic medical records were abstracted. Key informant interviews and an informal focus group were conducted, and staff observations were reviewed; common implementation themes were identified and fit into Aarons’ model. We found that a lack of funding and staff training, which led to minimal psychoeducation for patients, were outer context factors that may have made depression screening difficult, screening results unreliable, and NYC ROSE enrollment challenging. Although leadership agreed to implement NYC ROSE, early involvement of all levels of staff and patients would have better informed important inner context factors, like workflow and logistical/practical challenges. There was also a mismatch between the treatment model and the population being served; patients often lived too far away to receive additional services on site, and economic issues were often a higher priority than mental health services. Screening and interventions for perinatal depression are essential for optimal family health, and a detailed, thoughtful and funded approach can help ensure effectiveness of such efforts.