Background: The aim of the present study was to summarise the available data about the link between air pollution exposure and the new-onset and severity of psychiatric disorders in pregnant women during the perinatal period. Materials and methods: We selected articles published until June 2022 on PubMed and the Web of Science. Pollutants included were PM2.5(particulate matter 2.5 micrometres and smaller), PM10(particulate matter 10 micrometres and smaller), NO2(nitrogen dioxide), O3(ozone), SO2(sulphur dioxide), CO (carbon monoxide), PBDEs (polybrominated diphenyl ethers), PFAS (per- and polyfluoroalkyl substances), lead, and cadmium. The perinatal period was considered as the time of pregnancy until one year after childbirth. Results: Nine studies were included; most of them evaluated the association between exposure to air pollutants and the onset of Postpartum Depression (PPD). Two studies showed an association between, respectively, only PM2.5and both PM2.5and NO2exposure and PPD onset 12 months after childbirth, while another study found a significant association between NO2exposure and PPD occurrence 6 months after childbirth. PBDE blood levels were associated with more severe depressive symptoms. Lastly, one study observed a link between stressful symptoms and exposure to PM2.5,PM10during pregnancy. Conclusion: More comprehensive and uniform studies are required to make a roadmap for future interventions, given the growing relevance of issues such pollution and mental health, particularly during the perinatal period.