In the final 2 months of pregnancy, a fetus becomes too big to move around easily inside the uterus and may seem to move less. At the end of the third trimester, a fetus usually settles into a head-down position in the uterus. You will likely feel some discomfort as you get close to delivery.
If your depressed feelings have lasted more than 2 weeks, your body isn't recovering from childbirth as expected.
Postpartum depression:

Is very common, affecting 1 in every 8 women during the first months of their babies' lives.

Is a serious medical condition that can be prolonged and disabling without treatment and can affect infant development.

Is best treated with counseling and an antidepressant medication.