Background: Prenatal depression affects 20.7 percent of women worldwide, which was associated with preterm birth, low birth weight and Apgar score, as well as cognitive, emotional and behavioral development disorders. We conducted a systematic review and meta-analysis to retrieve the latest and best evidence about music, massage, yoga and exercise in the prevention and treatment of prenatal depression, and to preliminarily compare the four methods to explore the most effective means. We also compared different types of yoga and music, in order to find the most effective type of intervention. Methods: A comprehensive literature search was carried out through six databases on randomized controlled trials (RCTs). Effects were summarized by a random effects model using mean differences with 95% confidence intervals. Evidence quality was assessed using the Grading of Recommendations Assessment, Development, and Evaluation (GRADE) criteria. Results: This research found low to very low evidence that yoga, exercise, music and massage could reduce antenatal depression. Among them, music may be the most effective intervention, and integrated yoga other than simple yoga would improve prenatal depression. The effect of Chinese Medicine Five Element Music may be better than ordinary music. Conclusion: It is important to support prenatal depression patients to make informed decisions about their behavior therapy. Keywords: Depression; Exercise; Massage; Meta-analysis; Music; Pregnancy; Systematic review; Yoga.