Background Domestic violence and abuse (DVA) and mental illness during pregnancy have long-lasting and potentially serious consequences, which may have been exacerbated during the COVID-19 pandemic. Aims To investigate how the UK COVID-19 lockdown policy influenced the identification of DVA and depressive symptoms during pregnancy in health services in South-East London in Spring 2020, using eLIXIR (Early-Life Data Cross-Linkage in Research) maternity and mental routine healthcare data. Method We used a regression discontinuity approach, with a quasi-experimental study design, to analyse the effect of the transition into and out of the COVID-19 lockdown on the rates of positive depression screens, DVA recorded in maternity and secondary mental health services, and contact with secondary mental health services during pregnancy. Results We analysed 26 447 pregnancies from 1 October 2018 to 29 August 2020. The rate of DVA recorded in maternity services was low throughout the period (<0.5%). Within secondary mental health services, rates of DVA dropped by 78% (adjusted odds ratio 0.219, P = 0.012) during lockdown, remaining low after lockdown. The rate of women screening positive for depression increased by 40% (adjusted odds ratio 1.40, P = 0.023), but returned to baseline after lockdown lifted. Conclusions Rates of DVA identification in secondary mental health services dropped during and after lockdown, whereas overall rates of DVA identified in maternity services were concerningly low. Healthcare services must adopt guidance to facilitate safe enquiry, particularly in remote consultations. Further research is vital to address the longer-term impact on women's mental health caused by the increase in depression during the lockdown.