Little is known about the association between sleep and diet in pregnancy, despite both behaviors impacting maternal and fetal health. We aimed to perform a systematic review of the available literature on associations between sleep characteristics and dietary intake and eating behaviors during pregnancy, reporting on both maternal and fetal outcomes. We followed the 2020 Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines and conducted our search on 27 May 2021 in the PubMed, EMBASE, and CINAHL databases. The search yielded 6785 unique articles, of which 25 met our eligibility criteria. The studies, mostly observational, published 1993–2021, include data from 168,665 participants. Studies included examinations of associations between various maternal sleep measures with a diverse set of diet-related measures, including energy or nutrient intake (N = 12), dietary patterns (N = 9), and eating behaviors (N = 11). Associations of maternal exposures with fetal/infant outcomes were also examined (N = 5). We observed considerable heterogeneity across studies precluding our ability to perform a meta-analysis or form strong conclusions; however, several studies did report significant findings. Results from this systematic review demonstrate the need for consistency in methods across studies to better understand relationships between diet and sleep characteristics during pregnancy.