Skeletal dysplasias are a group of diseases characterized by bone and joint abnormalities, which can be detected during prenatal ultrasound. Next-generation sequencing has rapidly revolutionized molecular diagnostic approaches in fetuses with structural anomalies. This review studies the additional diagnostic yield of prenatal exome sequencing in fetuses with prenatal sonographic features of skeletal dysplasias. This was a systematic review by searching PubMed for studies published between 2013 and July 2022 that identified the diagnostic yield of exome sequencing after normal karyotype or chromosomal microarray analysis (CMA) for cases with suspected fetal skeletal dysplasias based on prenatal ultrasound. We identified 10 out of 85 studies representing 226 fetuses. The pooled additional diagnostic yield was 69.0%. The majority of the molecular diagnoses involved de novo variants (72%), while 8.7% of cases were due to inherited variants. The incremental diagnostic yield of exome sequencing over CMA was 67.4% for isolated short long bones and 77.2% for non-isolated cases. Among phenotypic subgroup analyses, features with the highest additional diagnostic yield were an abnormal skull (83.3%) and a small chest (82.5%). Prenatal exome sequencing should be considered for cases with suspected fetal skeletal dysplasias with or without a negative karyotype or CMA results. Certain sonographic features, including an abnormal skull and small chest, may indicate a potentially higher diagnostic yield.