Systems with short-range attractive and long-range repulsive interactions can form periodic modulated phases at low temperatures, such as cluster-crystal, hexagonal, lamellar and bicontinuous gyroid phases. These periodic microphases should be stable regardless of the physical origin of the interactions. However, they have not yet been experimentally observed in colloidal systems, where, in principle, the interactions can be tuned by modifying the colloidal solution. Our goal is to investigate whether the formation of some of these periodic microphases can be promoted by confinement in narrow slit pores. By performing simulations of a simple model with competing interactions, we find that both the cluster-crystal and lamellar phases can be stable up to higher temperatures than in the bulk system, whereas the hexagonal phase is destabilised at temperatures somewhat lower than in bulk. Besides, we observed that the internal ordering of the lamellar phase can be modified by changing the pore width. Interestingly, for sufficiently wide pores to host three lamellae, there is a range of temperatures for which the two lamellae close to the walls are internally ordered, whereas the one at the centre of the pore remains internally disordered. We also find that particle diffusion under confinement exhibits a complex dependence with the pore width and with the density, obtaining larger and smaller values of the diffusion coefficient than in the corresponding bulk system.