Previous research has demonstrated a link between maternal depressive symptoms and infant feeding behavior; however, the underlying mechanisms linking the two remain unclear. This study examined the association between maternal depressive symptoms and responsive feeding, and the potential mediating role of feeding self-efficacy and outcome expectancy. A panel study with 487 women, from pregnancy through postpartum, was conducted. Maternal depressive symptoms at one month postpartum were assessed by the Edinburgh Postnatal Depression Scale. Responsive feeding included feeding on demand and unforced feeding domains. Responsive feeding, feeding self-efficacy, and feeding outcome expectancy were assessed at three months postpartum. Maternal depressive symptoms were associated with less responsive feeding, but the association was fully mediated by feeding self-efficacy and feeding outcome expectancy. Infant feeding problems are associated with depressive symptoms in mothers. Health professionals could work with depressed mothers to enhance infant feeding by targeting feeding self-efficacy and feeding outcome expectancy.