Women with poorly-managed asthma have a higher chance of giving birth early or having a small baby, a review of evidence suggests.
Experts in Australia and the US also found a link with other complications, including pre-eclampsia.
They say women with asthma should be monitored at least monthly during their pregnancy.
An asthma charity said mums-to-be should also eat a balanced diet and not smoke.
The researchers looked at asthma studies involving more than a million pregnant women published between 1975 and 2009.
They found women with asthma gave birth to babies weighing on average 93g (0.2lb) less than the babies of mothers without asthma.
Having asthma increased a mother's risk of pre-eclampsia by at least 50%, while risks of pre-term birth were increased by about 25%.
Peter Gibson, of the Centre for Asthma and Respiratory Diseases at the University of Newcastle and Hunter Medical Research Institute in Newcastle, Australia, is a co-researcher on the study.
He said: "Some of the reported complications may be minimised by effective asthma management strategies and it is important that this group of women and her developing baby are monitored regularly."
Asthma medications themselves do not seem to have direct effects on the mother or baby during pregnancy, experts said in the study, published in the journal BJOG: An International Journal of Obstetrics and Gynaecology.
The journal's editor-in-chief Professor Philip Steer said the main message to pregnant women with asthma was to make sure their symptoms were managed properly.
He said: "It's important to optimise your treatment to lower your risk of a preterm birth or a small baby."
Support and advice
Leanne Metcalf, Assistant Director of Research at Asthma UK, said the research would help make healthcare professionals more aware of the importance of effective asthma management during pregnancy.
"We encourage pregnant women who have asthma to be monitored regularly throughout their pregnancy and it is crucial that medical professionals are sympathetic to their concerns and provide the support and advice they need.
"It is also important that all mums-to-be eat a healthy balanced diet and not smoke during pregnancy to give their baby the best possible chance of a healthy childhood."