depression while pregnant?

how do you know when it's not just the normal hormonal fluxes and actually depression. I suffered from depression and anexity issues before pregnancy but covered them up with cigarettes. now that I don't smoke and am left with pregnancy hormones I don't know if I need to be worried or not. I have thoughts of self harm but I don't do it because of the baby but only when I'm really sad. Can it just be pregnancy sadness and not depression?