Major depressive disorder (MDD) is a debilitating and recurrent illness associated with a constellation of grave consequences and is among the most common psychiatric disorders during the pregnancy and postpartum periods. Meanwhile, sleep disturbance, particularly insomnia, is among the most prevalent and prominent presenting complaints in pregnant women with depression. Despite its high prevalence, insomnia often remains overlooked and under-treated in clinical practice. However, growing evidence suggests an intricate relationship between insomnia and depression, which has become an area in need of further focused attention. The optimal treatment for managing both antenatal depression and insomnia remains controversial. Only few pilot studies have evaluated the effects of cognitive behavioural therapy for insomnia (CBT-I) for antenatal insomnia. Whilst face-to-face CBT-I has shown the promise in managing insomnia in pregnant women, several barriers to implementation remain in clinical practice (e.g., a lack of trained therapists, long waiting time). Pregnant women also face additional unique barriers to obtaining insomnia treatment, including having other recurring prenatal health appointments, limitations in mobility or transportation, and financial concerns. There is growing evidence supporting the feasibility and comparable efficacy of digital CBT-I (effect size Cohen's d ranging from 0.69 to 0.8) as compared to a control intervention (e.g., sleep hygiene education, relaxation) for treating adult insomnia. However, little is known about the effects of different treatment modalities (group-based vs. app-based CBT-I) during pregnancy. This study aims to conduct a randomised controlled trial to examine the effects of group-based CBT-I and smartphone app-based CBT-I as compared to health education control condition in pregnant women with comorbid depression and insomnia on improving maternal sleep and depressive symptoms, other clinical and daytime symptoms, and overall functional improvement, as well as mother-infant-relationship.