Prenatal exposure to maternal depression is common and puts offspring at risk for developing a range of neuropsychiatric disorders. Despite its prevalence and adverse associations, neurobiological processes by which prenatal maternal depression (PMD) confers risk remain poorly understood. Maternal mood and fetal behavior were assessed between 34 and 37 gestational weeks. Using resting-state functional magnetic resonance imaging (fMRI) and diffusion MRI, we examined functional and structural connectivity within amygdala-prefrontal circuits in 64 infants (mean age=5.8±1.7 weeks) with (n=20) and without (n=44) in utero exposure to PMD. Resting fMRI and diffusion MRI both indicated atypical amygdala-prefrontal connectivity in PMD-exposed infants: Resting fMRI indicated increased inverse, or negative, functional connectivity between the amygdala and the dorsal prefrontal cortex (PFC), bilaterally, and diffusion MRI indicated decreased structural connectivity between the right amygdala and the right ventral PFC. Spectral dynamic causal modeling supported these findings suggesting altered amygdala-PFC effective (or directed) connectivity in PMD-exposed infants. Last, path analyses supported a mechanistic account relating PMD to a third-trimester fetal behavior: PMD alters amygdala-PFC connectivity, which in turn, is associated with an increase in fetal heart rate reactivity to in utero perturbation. These data suggest that the maturation and coordination of central and peripheral physiology are altered by prenatal exposure to maternal depression. To the best of our knowledge, this is the first study to directly associate infant MRI measures with a behavior-fetal heart rate response, and supports hypotheses that PMD-associated variations in the development of amygdala-PFC circuits are relevant for future neurobehavioral maturation.