Background: Stress and poor sleep quality are common concerns during pregnancy and may adversely affect maternal well-being. An integrated approach combining health education with prenatal yoga–relaxation may provide a nonpharmacological strategy to address both problems. To analyze the effectiveness of integrated health education and prenatal yoga–relaxation on stress levels and sleep quality among pregnant women. Methods: This controlled quasi-experimental study with repeated measures involved 60 pregnant women in an intervention group (n = 30) and a control group (n = 30). The intervention group received health education and prenatal yoga–relaxation for 10 sessions over 5 weeks, while the control group received routine antenatal care. Stress was assessed using the DASS stress subscale and sleep quality using the PSQI at baseline (T0), after the fifth session (T1), and after the tenth session (T2). Data were analyzed using repeated-measures ANOVA or the Friedman test, as appropriate. Results: In the intervention group, mean stress scores decreased from 18.63 (T0) to 17.00 (T1) and 11.27 (T2), compared with 19.47, 20.07, and 19.70 in the control group. Mean PSQI scores decreased from 7.77 to 6.47 and 4.73 in the intervention group, compared with 8.57, 7.97, and 7.67 in the control group. Significant changes were also observed in perceived benefits, self-efficacy, activity-related affect, and commitment, with greater improvements in the intervention group. Conclusion: Integrated health education and prenatal yoga–relaxation progressively reduced stress and improved sleep quality among pregnant women over 10 sessions.