Pregnant and depressed

Well ultimately its her decision (and her partners) as to what she ends up doing with her baby, and as her sister you need to support her in whatever she decides, because its a hard decision.

There probably isn't alot you can say or do at this stage to help her other than be supportive and loving and let her know you are there for her.
I can almost guarantee she will be thinking about this 24-7.

There is a chance she may change her mind and be more enthusiastic about it once the pregnancy progresses but don't bet on it and don't say that to her.

I hope things work out.

I agree with LadyLizard that you just need to be there to support her. My sister got pregnant unexpectedly and was absolutely gutted. She knew she would eventually have children but it wasn't in her plan to get pregnant for another 4-5 years. She was really down about it which was made harder because her DH was so excited!

She confessed to me that she was really unhappy and it was not part of her 'life plan' at this stage so I just listened to what she had to say. She's now about 24 weeks and as time has progressed she's come to terms with it particularly as she has been to the scans and been able to see the baby.

In saying that in the back of her mind she still thinks 'what could I be doing if I wasn't pregnant' but we've just continued to be there for her.

Sorry I haven't really given you any advice. But maybe as time goes on she may come to terms with it a bit more with the right support and encouragement. Good luck with it though and hope she eventually comes around to the idea of having baby.