Abstract Background Poor subjective sleep quality, depressive symptoms and fatigue occur frequently in postpartum. However, the dynamics of their respective associations from prepartum throughout the maternity period in function of baby feeding method have not been fully elucidated. Methods Prospective, longitudinal study using validated questionnaires probing for sleep quality, insomnia, fatigue and depressive symptoms at 35–37 weeks of gestation and at 2, 8 and 12 weeks postpartum in the obstetric departments of two Flemish hospitals. Somers’d ordinal correlation was used for correlations between the results of questionnaires (ratio variables) and the feeding method variable (an ordinal variable); T tests (normal data) or Mann Whitney (non normal data) tests for equality of means; ordinal regression (‘Proportional odds model’) to investigate the predictive value of parameters at one moment on the feeding method choice at a later moment; logistic regression to investigate the predictive value of parameters on later change of feeding method. Results 188 women indicating a choice for either bottle or breastfeeding in prepartum (27–35 weeks’ gestation) were included. Higher fatigue assessed through the Fatigue Severity Scale within late pregnancy was moderately associated with primary bottle feeding choice. Fatigue decreased at early and late postpartum in bottle feeding (-0.38 ± 1.04; p = .110 and − 0.31 ± 1.01; p = .642 respectively), but remained unchanged from late pregnancy through early and late postpartum in breastfeeding (0.04 ± 1.21; p = .110 and − 0.27 ± 0.96; p = .642 respectively), resulting in similar fatigue in both feeding methods in early through late postpartum. There were no differences in sleep quality or insomnia symptoms at all time points. Presence of postpartum depressive symptoms were associated with early switching to bottle feeding (Somers’ d correlation 0.11 (p = .021). Conclusions Fatigue and depressive symptoms are inversely associated with breastfeeding initiation or maintenance and influence feeding method dynamics.