Background Although pregnancy is frequently associated with mental states of happiness, hope and well-being, some physical and psychological changes can contribute to increased sleep disturbances and worsened sleep quality. Sleep quality has been linked to negative emotions, anxiety and depression. The main objective of this paper was to systematically review the impact of sleep during pregnancy on maternal mood, studying the association between objective and subjective measures of sleep quality and perinatal depression. Methods We performed a systematic review according to Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines, which included studies published between January 2008 and April 2019, and met the following criteria: (i) studies on pregnant women assessing the effects of sleep quality variables on perinatal mood disorders, (ii) studies published in English and (iii) full paper published in a peer-reviewed scientific journal with full-text format available. Results A total of 36 studies published in the last decade met the inclusion criteria for qualitative review and eight of them were suitable for meta-analysis. Both confirmed the negative effects of poor sleep on perinatal mood. However, qualitative analysis showed that unrepresentative samples and low participation rates falling below 80% biased some of the studies. The standard random-effects meta-analysis showed a pooled size effect [ln odds ratio (OR) 1.49 (95% confidence interval [CI] 1.19, 1.79)] for perinatal depression in cases of poor prenatal sleep quality, although heterogeneity was moderate to high [Q 16.05, P ≤ 0.025, H2 2.45 (95% CI 1.01, 13.70)]. Conclusion Poor sleep quality was associated with perinatal mood disturbances. The assessment of sleep quality along the pregnancy could be advisable with a view to offering preventative or therapeutic interventions when necessary.