While female baby blues is well documented, new research shows that first-time expectant fathers can also experience depression during pregnancy.

Published in The American Journal of Men's Health, the findings from McGill University in Montreal, Canada, show that while men may not experience the same physical changes in their bodies, the spectre of parenthood can also alter their mental health and lead to depression.

"The mental health of men remains a neglected area of research and one that is not adequately addressed during the transition to parenthood," said senior author Deborah Da Costa in a statement.

"Highlighting these findings in Canada increases awareness in expectant parents, new parents, and importantly in health care providers who are in contact with expectant couples during prenatal appointments."

For the study, researchers followed 622 men in Quebec over 18 months. Expectant fathers filled out online questionnaires which measured factors such as mood, physical activity, sleep quality, marital adjustment, and financial stress.

Researchers recorded a 13 percent increase in depressive symptoms during their partner's pregnancy.

But the study also stressed that one of the best ways to avoid pregnancy-related stress for men, is to try to get enough sleep, as poor sleep quality was linked to increased risk of depression.