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Immigrant mothers in developed countries often experience worse pregnancy outcomes than native women. Several epidemiological studies have described the pregnancy outcome of immigrant women in European receiving countries, with conflicting results. The present systematic review makes a quantitative synthesis of available evidence on the association between pregnancy outcomes and integration policies. We reviewed all epidemiological studies comparing the pregnancy outcome of native versus immigrant women in European countries from 1966 to 2004 and retained 65 for analysis, from 12 host countries. Overall, as compared to native women, immigrant women showed a clear disadvantage for all the outcomes considered: 43% higher risk of low birth weight, 24% of pre-term delivery, 50% of perinatal mortality, and 61% of congenital malformations. The risks were clearly and significantly reduced in countries with a strong integration policy. This trend was maintained even after adjustment for age at delivery and parity. On the basis of an analysis of naturalisation rates, five countries in our sample could be categorised as having a strong policies promoting the integration of immigrant communities. The mechanisms through which integration policies may be protective include the increased participation of immigrant communities in the life of the receiving society, and the decreased stress and discrimination they may face. The results of this study highlight a serious problem of equity in perinatal health across European countries. Immigrant women clearly need targeted attention to improve the health of their newborn, but a deep societal change is also necessary to integrate and respect immigrant communities in receiving societies.