The traditional Mediterranean diet has been shown to be a healthy eating pattern that protects against the development of many diseases in adults and children. Pregnancy is a critical period of plasticity during which foetal development may be significantly influenced by different environmental factors, including maternal nutrition. In this context, several studies have examined the potential benefits of adherence to a Mediterranean diet during pregnancy on birth outcomes, considering the Mediterranean diet as a whole rather than focusing on the effect of its individual components. In this review, we systematically summarized and discussed results of studies investigating the protective role of Mediterranean diet against foetal growth, prematurity, neural tube defects and other congenital pathologies, asthma and allergy, body weight and metabolic markers. Although current data are insufficient and randomized control trials are needed, growing evidence suggests the beneficial effect of the Mediterranean diet during pregnancy on children’s health. In this sense, strategies aiming to promote adherence to this dietary pattern might be of considerable importance to public health.