About one in 10 women experience depression in the lead-up to birth, with about one in seven experiencing postnatal depression.
But while many women are connected to services such as maternal and child health centres and mothers' groups, many men are left struggling on their own.
"They might not talk to people about it, might not feel they have connections, and might not know other dads," said Ursula Kiel, senior mental health clinician at Raphael Services at St John of God Health Care Bendigo.
"They might find that their low mood comes out in irritability, frustration, anger, but they might not recognise that is part of the depression."
She said male perinatal depression was under-reported as symptoms could be attributed to other factors.
"We do know both people in the couple would be going through lots of changes, perhaps financially and with work, and maybe [the depression] gets explained as those other reasons — job stress for example," Ms Kiel said.
Anthony's anxiety came at a "heightened" period of stress at work, was exacerbated by the pregnancy, and only escalated after he quit his job, unable to cope.
He also feels the challenges of parenthood can often be greater for men who are "meant to be the strong one".
"I grew up in that environment, where dad was the provider, and I think that is something that's built into the psyche still, to some extent," he said.