The present meta-analysis investigated the overall and differential efficacy of digital cognitive–behavioral therapies (CBTs) vs. third-generation CBTs deployed to pregnant women in reducing sub-clinical depression, anxiety, and stress symptoms while fostering sleep quality and quality of life. A PRISMA-guided systematic search was used, including randomized controlled trials (RCTs) evaluating the above-mentioned interventions. Data were pooled using either the mean difference (MD) or standardized MD (SMD). Sub-group analyses were carried out when appropriate. The primary outcomes were depression, anxiety, and stress symptoms, as well as sleep quality and quality of life. The interventions’ acceptability was evaluated through the odds ratio (OR) of drop-out rates. Seven RCTs were included, comprising 1873 pregnant women. The results showed the interventions’ efficacy in terms of reducing depression symptoms (SMD = −0.36, CI = 0.61, −0.11, k = 9) at the endpoint, although it was not maintained at follow-up during the postpartum period. The interventions’ efficacy in terms of reducing anxiety symptoms (SMD = 1.96, CI = −2.72, −1.21, k = 3) at the endpoint was also significant, while having no effect on sleep quality. The interventions were well accepted (OR = 1.68; 95% CI = 0.84, 3.35; k = 7). Although no sound conclusions can be drawn concerning the joint or differential efficacy of the considered interventions, this study was useful in highlighting the need to develop evidence-based digital prevention programs for pregnant women with sub-clinical symptoms.