The Edinburgh Postnatal Depression Scale (EPDS) is considered the gold standard in screening for postpartum depression. Although the Spanish version has been widely used, its factorial structure has not yet been studied .A total of 1,204 women completed the EPDS 32 weeks after delivery. To avoid multiple testing, we split the sample into two halves, randomly drawing two subsamples of 602 participants each. We conducted exploratory factor analysis (EFA), followed by an oblimin rotation with the first sub-sample. Confirmatory factor analysis (CFA) was conducted using a Weighted Least Squares Means and Variance (WLSMV) estimation of the data. We explored different solutions between two and four factors. We compared the factors between two groups with depression and non-depression (evaluated with the Diagnostic Interview for Genetic Studies (DIGS) for the DSM-IV).The EFA indicated a three-factor model consisting of anxiety, depression and anhedonia. The results of the CFA confirmed the three-factor model (χ2=99.203, p<0.001; RMSEA=0.06, 90% CI=0.04/0.07, CFI=0.87 and TLI=0.82). Women with depression in the first 32 weeks obtained higher scores for anxiety, depression and anhedonia dimensions (p<0.001).This is the first study of confirmatory analysis with the Spanish version of EPDS in a large sample of women without psychiatric care during pregnancy. A three-factor model consisting of anxiety, depression and anhedonia was used. Women with depression had a higher score in the three dimensions of the EPDS.