This systematic review aimed to identify the benefits and possible harms of tocolytic therapy for preterm labour management in the context of pregnant women with extremely preterm birth, multiple gestations, or growth-restricted foetuses. A comprehensive search using MEDLINE, Embase, the Cochrane Central Register of Controlled Trials, CINAHL, and the WHO Global Index Medicus databases was conducted from 10 to 15 July 2021. We included randomized controlled trials and non-randomized studies that assessed the effects of tocolysis compared with placebo or no treatment. We found 744 reports and, finally, nine studies (three randomized controlled trials and six cohort studies) pertaining to women with <28 weeks of gestation were included. No eligible studies were identified among women with a multiple pregnancy or a growth-restricted foetus. A meta-analysis of the trial data showed that there were no clear differences in perinatal death nor for a delay in birth. Non-randomized evidence showed that tocolysis delayed birth by 7 days, though there was no clear difference for preterm birth. In summary, it remains unclear whether tocolytic therapy for inhibiting preterm labour is beneficial for these subgroups of women and their newborns. Further well-designed randomized controlled trials and observational studies are needed to address the lack of evidence regarding tocolytic agents in these populations.