There is a growing number of international studies on the association between ambient air pollution and adverse pregnancy outcomes, and this systematic review and meta-analysis has been conducted focusing on European countries, to assess the crucial public health issue of this suspected association on this geographical area. A systematic literature search (based on Preferred Reporting Items for Systematic reviews and Meta-Analyses, PRISMA, guidelines) has been performed on all European epidemiological studies published up until 1 April 2020, on the association between maternal exposure during pregnancy to nitrogen dioxide (NO 2) or particular matter (PM) and the risk of adverse birth outcomes, including: low birth weight (LBW) and preterm birth (PTB). Fourteen articles were included in the systematic review and nine of them were included in the meta-analysis. Our meta-analysis was conducted for 2 combinations of NO 2 exposure related to birth weight and PTB. Our systematic review revealed that risk of LBW increases with the increase of air pollution exposure (including PM 10 , PM 2.5 and NO 2) during the whole pregnancy. Our meta-analysis found that birth weight decreases with NO 2 increase (pooled beta = −13.63, 95% confidence interval (CI) (−28.03, 0.77)) and the risk of PTB increase for 10 µg/m3 increase in NO 2 (pooled odds ratio (OR) = 1.07, 95% CI (0.90, 1.28)). However, the results were not statistically significant. Our finding support the main international results, suggesting that increased air pollution exposure during pregnancy might contribute to adverse birth outcomes, especially LBW. This body of evidence has limitations that impede the formulation of firm conclusions. Further studies, well-focused on European countries, are called to resolve the limitations which could affect the strength of association such as: the exposure assessment, the critical windows of exposure during pregnancy, and the definition of adverse birth outcomes. This analysis of limitations of the current body of research could be used as a baseline for further studies and may serve as basis for reflection for research agenda improvements.