Dietary and physical activity behaviours during preconception and in pregnancy are important determinants of maternal and child health. This review synthesised the available evidence on dietary and physical activity behaviours in pregnant women and women of childbearing age women who have migrated from African countries to live in high income countries. Searches were conducted on Medline, Embase, PsycInfo, Pubmed, CINAHL, Scopus, Proquest, Web of Science, and the Cochrane library. Searches were restricted to studies conducted in high income countries and published in English. Data extraction and quality assessment were carried out in duplicate. Findings were synthesised using a framework approach, which included both a priori and emergent themes. Fourteen studies were identified; ten quantitative and four qualitative. Four studies included pregnant women. Data on nutrient intakes included macro- and micro-nutrients; and were suggestive of inadequacies in iron, folate, and calcium; and excessive sodium intakes. Dietary patterns were bicultural, including both Westernised and African dietary practices. Findings on physical activity behaviours were conflicting. Dietary and physical activity behaviours were influenced by post-migration environments, culture, religion, and food or physical activity-related beliefs and perceptions. Further studies are required to understand the influence of sociodemographic and other migration-related factors on behaviour changes after migration.