Women who gain excessive weight during pregnancy have an increased risk of post-partum obesity, and retention of gestational weight gain (GWG) post birth is a strong predictor of maternal overweight/obesity a decade or more after the birth. The aim of the current review was to identify, and evaluate the effect of key variables designed to modify risk factors for excessive weight gain in pregnant women that have been targeted in interventions over the last decade. The 10 interventions focused primarily on behavioural changes in relation to physical activity and/or to eating. While six studies reported significantly less weight gain in the intervention women, only three showed that women in the intervention were significantly more likely to gain within recommended guidelines. GWG was reduced in only normal-weight, low-income, obese, or overweight women, or not at all. Only one study reported a reduction in GWG in women with body mass indexes spanning the normal, overweight and obese categories. The findings were inconsistent in relation to what factors need to be targeted in intervention programmes to reduce GWG. Consideration of psychological factors relevant to pregnancy, in addition to behavioural changes in relation to eating and physical activity, is suggested for future intervention studies.