Background: To assess sleep quality during the latest pregnancy and to investigate its relationship with perinatal outcomes. Methods: A cross-sectional survey with a self-composed questionnaire was performed. It included the Pittsburgh Sleep Quality Index (PSQI) and the Berlin Questionnaire. Results: 5890 women giving birth maximum one year before completing the survey were included. 87.8% of the respondents were assessed as having poor sleep according to the PSQI. Poor sleep increased the risk of preterm birth (adjusted odds ratio (aOR) 1.54, 95% confidence interval (CI) 1–2.3) and cesarean delivery (aOR 1.2, 95% CI 1–1.4), while it was not related to neonatal birthweight. 5.9% of the respondents were classified as being at a high risk of obstructive sleep apnea according to the Berlin Questionnaire. High risk of obstructive sleep apnea increased the risk of preterm birth (aOR 1.53, 95% CI 1–2.2) and low birth weight infant (aOR 1.64, 95% CI 1.1–2.5). Conclusions: Sleep quality and obstructive sleep apnea risk have an impact on perinatal outcomes.