Many antidepressants have an excellent safety record in the second and third trimesters, so discuss your condition with your doctor who can then determine whether the risk of antidepressants outweighs the benefit.
Pregnancy is an additional physiological challenge that can impact the severity of asthma. According to the American College of Allergy, Asthma, and Immunology well-controlled asthma is not associated with significant risk to mother or fetus. Although uncontrolled asthma is rarely fatal, it can cause serious complications to the mother, including high blood pressure, toxemia, and premature delivery.
For the baby, complications of uncontrolled asthma include increased risk of stillbirth, fetal growth retardation, premature birth, low birth weight and a low APGAR score at birth. You should follow your obstetrician's advice regarding the risk versus benefit.