During pregnancy, reactive oxygen species (ROS) may physiologically increase due to changes and growth of mother and fetal tissues. Consequently, oxidative stress (OS) may occur and be involved in the onset of pregnancy and newborn complications. Among exogenous antioxidant sources, diet is a cost-effective prevention strategy supporting the health of mothers and newborns; however, there is still a lack of nutritional education during pregnancy interviews. This review aims to systematically summarize the knowledge on the association between OS and diet during pregnancy. Four electronic databases (PubMed Central, EMBASE, Web of Science, and Food Science and Technology Abstracts) were searched on 22 December 2022. Among 4162 records, 13 original articles were finally included. Overall, 80% of the studies considered dietary patterns as exposure and 60% of them assessed the association with malondialdehyde levels in blood and urine. Three studies analyzed the influence of daily intakes of fruit and vegetables on different OS biomarkers (malondialdehyde, nitric oxide and 8-hydroxy-2′-deoxyguanosine). Among studies exploring dietary fat intakes (39%), 80% focused on polyunsaturated fatty acids, finding a positive association with glutathione peroxidase, biopirryn and isoprostane levels, respectively. Four studies analyzed vitamin intakes and 50% of them in association with 8-hydroxy-2′-deoxyguanosine.