We investigated the association between urinary incontinence and postpartum depression. Data were extracted from the Korean National Health Insurance Service-National Sample Cohort and included women who delivered between 2004 and 2013. Postpartum depression was determined using diagnostic codes during the six-month postpartum period. Urinary incontinence was identified as having a prescription of incontinence drugs or a diagnosis. Cox proportional hazard models were used to calculate adjusted hazard ratios. Of the 83,066 women, 5393 (6.49%) had urinary incontinence and 691 (0.83%) had postpartum depression. Postpartum depression was higher among women with urinary incontinence, aged 15-19 years, ≥40 years old, the lowest income level, and who underwent cesarean section delivery. In the combined analysis, women with urinary incontinence and cesarean section had an approximately three times higher risk of postpartum depression compared with those without urinary incontinence and with spontaneous delivery. Women without urinary incontinence and cesarean section, and those with urinary incontinence and spontaneous delivery were at higher risk of postpartum depression compared with the reference group. Urinary incontinence and cesarean section delivery were significantly associated with postpartum depression during the first six months after childbirth. Therefore, further research should be conducted to evaluate whether urinary incontinence contributes to postpartum depression.