Although postnatal depression (PND) is a worldwide public health problem, it is relatively higher in developing countries, including countries in Sub-Saharan Africa. Postnatal depression is not routinely screened for in primary healthcare facilities in South Africa, despite its reported compromise on mother and child health. The purpose of this study was to determine the prevalence of, as well as factors associated with, postnatal depression in a sample of clinic attendees in a sub district in Tshwane, South Africa. A quantitative and cross-sectional survey was conducted in a sample of 406 women in three healthcare facilities. The Edinburgh Postnatal Depression Scale (EPDS) was used to collect data from women who had infants between the ages of 0 and 12 months. The cut-off point for the EPDS for the depressed category was a score of 13 out of a maximum of 30. The majority of the women (57.14%, n = 232) had scores of 13 and above, which is indicative of postnatal depressive symptoms. On logistic regression, postnatal depressive symptoms were significantly associated with lack of support in difficult times (p < 0.001, 95% CI 10.57–546.51), not having the preferred sex of the baby (p = 0.001, 95% CI 0.37–0.58), low household income (p < 0.001, 95% CI 1.23–1.67), and an older baby (p = 0.005, 95% CI 1.21–1.49). The results show the high proportion of women who have postnatal depression but remain undiagnosed and untreated, and therefore confirm the need for routine screening for postnatal depressive symptoms in primary healthcare facilities, which are used by the majority of women in South Africa.