Background: We conducted this systematic review and meta-analysis to address the crucial public health issue of the suspected association between air pollution exposure during pregnancy and the risk of infant mortality. Methods: We searched on MEDLINE ® databases among articles published until February, 2019 for case-control, cohort, and ecological studies assessing the association between maternal exposure to Nitrogen Dioxide (NO2) or Particular matter (PM) and the risk of infant mortality including infant, neonatal, and post-neonatal mortality for all-and specific-causes as well. Study-specific risk estimates were pooled according to random-effect and fixed-effect models. Results: Twenty-four articles were included in the systematic review and 14 of the studies were taken into account in the meta-analysis. We conducted the meta-analysis for six combinations of air pollutants and infant death when at least four studies were available for the same combination. Our systematic review has revealed that the majority of studies concluded that death risk increased with increased exposure to air pollution including PM10, PM2.5, and NO2. Our meta-analysis confirms that the risk of post-neonatal mortality all-causes for short-term exposure to PM10 increased significantly (pooled-OR = 1.013, 95% CI (1.002, 1.025). When focusing on respiratory-causes, the risk of post-neonatal death related to long-term exposure to PM10 reached a pooled-OR = 1.134, 95% CI (1.011, 1.271). Regarding Sudden Infant Death Syndrome (SIDS), the risk also increased significantly: pooled-OR = 1.045, 95% CI (1.01, 1.08) per 10 µg/m3 ), but no specific gestational windows of exposure were identified. Conclusion: In spite of a few number of epidemiological studies selected in the present literature review, our finding is in favor of a significant increase of infant death with the increase of air pollution exposure during either the pregnancy period or the first year of a newborn’s life. Our findings have to be interpreted with caution due to weaknesses that could affect the strength of the associations and then the formulation of accurate conclusions. Future studies are called to overcome these limitations; in particular, (i) the definition of infant adverse outcome, (ii) exposure assessment, and (iii) critical windows of exposure, which could affect the strength of association.