The six-bed unit will allow mothers to stay with their babies while they receive specialised treatment.
It will replace a mother and baby unit at the city's Southern General Hospital, which was the first facility of its kind in Scotland.
Psychiatrists say allowing mothers to remain with their babies helps recovery whilst helping to strengthen the bonding process.
The construction is part of a £10.7million development on the Leverndale Hospital site, in Crookston, which will also include two new 24-bed acute mental health wards for adults.
Mothers will have access to improved facilities, with single rooms and therapeutic spaces, including external gardens.
The unit, due to be completed by late 2013, will be staffed by a team of psychiatrists, mental health nurses, nursery nurses, a health visitor, social worker and nursing assistants.
Around 50 women from the Greater Glasgow area are treated at the Southern General unit each year.
Post-natal depression affects up to 20% of women with 1 in 500 affected by the most serious form, post- partum psychosis.
Dr Roch Cantwal, a consultant psychiatrist with NHS Greater Glasgow and Clyde's Perinatal Mental Health Service, said: "We don't believe the numbers are increasing but there is a greater public awareness of post-natal depression and we have a better understanding of the condition.
"Only a very small number of women will need hospital treatment.For these women, the advantages of a mother and baby unit are significant.
"It is beneficial for the baby and also aids recovery for the mother.
"Before this unit in Glasgow there was nowhere else in Scotland that allowed mothers to keep their babies with them.
"The most important thing is to encourage women to talk about how they are feeling, which isn't always easy when people expect you to be feeling happy.
"There is a lot of help out there."
Scotland's first Mother and Baby Mental Health Unit was opened in October 2004 and a second unit later opened in Livingston.
A screening system is in place to help midwives and health visitors identify pregnant women who have, or are at risk of developing, mental health problems.