We investigated whether extracellular RNA communication, which is a recently discovered mode of intercellular communication that is involved in a variety of important biological processes including pregnancy, is associated with postpartum depression (PPD). Extracellular RNA communication is increased during pregnancy and is involved in embryo implantation, uterine spiral artery remodeling, parturition, preterm birth, immunity, and the inflammatory response. Since immune anomalies are associated with PPD, we characterized the mRNA content of extracellular vesicles (EV) in a cohort of prospectively collected blood plasma samples at six time-points throughout pregnancy and the postpartum (2nd trimester, 3rd trimester, 2 weeks postpartum, 6 weeks postpartum, 3 months postpartum, and 6 months postpartum) in an academic medical setting from women who went on to develop PPD (N = 7, defined as euthymic in pregnancy with postpartum-onset depressive symptoms assessed by Edinburgh Postnatal Depression Scale ≥13 at any postpartum time point) and matched unaffected controls (N = 7, defined as euthymic throughout pregnancy and postpartum). Blood samples were available for all participants at the T2 and W6 timepoints, with fewer samples available at other time points. This analysis revealed that EV mRNA levels during pregnancy and the postpartum period were extensively altered in women who went on to develop PPD. Gene set enrichment analysis revealed that mRNAs associated with autophagy were decreased in PPD cases. In contrast, EV mRNAs from ribosomes and mitochondria, two organelles that are selectively targeted by autophagy, were elevated in PPD cases. Cellular deconvolution analysis discovered that EV mRNAs associated with PPD originated from monocytes and macrophages. Quantitative PCR analysis for four relevant genes in another cohort replicated these findings and confirmed that extracellular RNA levels are altered in PPD. We demonstrate that EV mRNA communication is robustly altered during pregnancy and the postpartum period in women who go on to develop PPD. Our work also establishes a direct link between reduced autophagy and PPD in patient samples. These data warrant investigating the feasibility of developing EV mRNA based biomarkers and therapeutic agents for PPD.