A growing number of studies provide evidence of an association between exposure to maternal air pollution during pregnancy and adverse birth outcomes including low birth weight (LBW) and preterm birth. Prevention of these health effects of air pollution is critical to reducing the adverse infant outcomes, which can have impacts throughout the life course. However, there is no consensus on whether the association between air pollution exposure and birth outcomes varies by maternal risk factors including demographic characteristics and socio-economic status (SES). Such information is vital to understand potential environmental health disparities. Our search found 859 unique studies, of which 45 studies met our inclusion criteria (January 2000-July 2019). We systematically reviewed the 45 identified epidemiologic studies and summarized the results on effect modifications by maternal race/ethnicity, educational attainment, income, and area-level SES. We considered adverse birth outcomes of preterm birth, LBW, small for gestational age (SGA), and stillbirth. Suggestive evidence of higher risk of particulate matter (PM) in infants of African-American/black mothers than infants of other women was found for preterm birth and LBW. We found weak evidence that PM risk was higher for infants of mothers with lower educational attainment for preterm birth and LBW. Due to the small study numbers, we were unable to conclude whether effect modification is present for income, occupation, and area-level SES, and additional research is needed. Furthermore, adverse birth outcomes such as SGA and stillbirth need more study to understand potential environmental justice issues regarding the impact of PM exposure during pregnancy on birth outcomes.