Generally speaking a baby shower is given before the infant arrives; however, sometimes that doesn't work out, and the shower is given after the birth, which is OK. Anywhere from four to eight weeks before the baby's due date is a good time to have a baby shower, explains Amazingpregnancy.com. If the shower cannot be scheduled before the baby's birth, then have it four to six weeks after the infant's arrival. Don't wait until the last-minute because the baby may come early.