The aim of this study was to conduct a systematic mapping review of the literature that explored associations of pregnancy intentions with health-related lifestyle behaviours and psychological wellbeing before and during pregnancy. Six databases were searched (May 2017) for papers relating to pregnancy intentions, health-related lifestyle behaviours, and psychological wellbeing. The literature was mapped according to the preconception or pregnancy period; prospective or retrospective variable assessment; and reported lifestyle behaviours and psychological wellbeing outcomes. Of 19,430 retrieved records, 303 studies were eligible. Pregnancy intentions were considered during the preconception period in 103 studies (only 23 assessed prospectively), and during the pregnancy period in 208 studies (141 prospectively). Associations between pregnancy intention and preconception behaviours/psychological wellbeing were primarily reported for supplement use (n = 58) and were lacking for diet/exercise, and psychological factors. For behaviours/psychological wellbeing during pregnancy, associations with pregnancy intention were focused on prenatal care (n = 79), depression (n = 61), and smoking (n = 56) and were lacking for diet/exercise. Only 7 studies assessed pregnancy intentions with a validated tool. Despite a large body of literature, there were several methodological limitations identified, namely assessment of pregnancy intentions with non-validated measures and the reliance on retrospective assessment. Future primary studies are needed to fill gaps in our understanding regarding energy-balance-related behaviours. Future studies (including reviews/meta-analyses) should take care to address the noted limitations to provide a comprehensive and accurate understanding of the relationships between pregnancy intentions and health-related lifestyle behaviours and psychological wellbeing before and during pregnancy.