The treatment of COVID-19 is particularly critical in pregnant women, considering the potential teratogenic effects of antiviral agents and the immune-depression related with pregnancy. The aim of this review is to systematically examine the current evidence on the clinical use of convalescent plasma during pregnancy. The electronic databases Medline PubMed Advanced Search Builder, Scopus, Web Of Science and Google Scholar were searched (until 1 January 2021). Inclusion criteria were pregnant women with COVID-19 (or SARS-CoV-2 infection), in whom convalescent plasma (or hyperimmune plasma) was used as treatment. We searched clinical trial registries (censored 5 January 2021) for eligible studies under way. After elimination of duplications, the initial search yielded 79 potentially relevant records, of which 67 were subsequently excluded. The 12 remaining records were case reports involving 12 pregnancies. Six of the mothers were reported to be well, two were reported to have preeclampsia, and in one case each the maternal outcome was described as survival, clinical improvement, discharged with oxygen and rehabilitation. With regard to the neonates, two were declared to be well, four had transient morbidity, two were critically ill and one died; normal ongoing pregnancies, but no post-delivery information, were reported for the remaining three cases. Clinical trials under way or planned to investigate the use of convalescent plasma for COVID-19 during pregnancy are lacking. This is the first systematic review of the literature regarding the treatment of COVID-19 in pregnancy. The published literature data seem to indicate that convalescent plasma administered to pregnant women with severe COVID-19 provides benefits for both the mother and the fetus. The quality of the available studies is, however, very limited since they are all case reports and thus suffer from relevant reporting bias.