Councils will each get Â£10,000 from the Welsh government to train Flying Start and Families First staff to identify those in need of help.
Its chief nursing officer Jean White said post-natal depression affected between 15-20% of women.
She said it could affect a mother's wellbeing and a child's development.
The parenting charity NCT welcomed the announcement, adding: "Many women experiencing maternal mental illness fall through the gaps but with better trained health professionals, we hope these mothers will receive the support they need."
Staff working with new mums are to get more training to help them support those experiencing mental health problems.