(1) Background: High stress levels during pregnancy can affect the organogenesis and the foetus’ central nervous system maturation. The objective of this study was to determine whether a relationship between maternal stress during pregnancy and alterations in child neurodevelopment exists; (2) Methods: A bibliographical review was carried out following PRISMA Methodology and using Scopus, Web of Science and Cinahl databases. The research questions were made using PEO methodology (Participants, Exposition, Outcomes). Moreover, article quality was measured using the Quality Assessment Tool for Observational Cohort and Cross-Sectional Studies; (3) Results: 22 articles that fit the inclusion criteria were selected. Different elements altered because of maternal stress during pregnancy could side with alterations in different areas of the neurodevelopment, such as cognitive development, motor development, behaviour, temperament, memory and learning abilities; (4) Conclusions: Although maternal stress can have an influence on children’s neurodevelopment, it is still unknown which are the specific elements related to this stress that can modify it negatively. Furthermore, future studies should evaluate whether a sex-specific association exists.