During the last decades, eating out of home (OH) has gained importance in the diets worldwide. We document the nutritional characteristics of eating OH and its associations with energy intake, dietary quality and socioeconomic status. We carried out a systematic review of peer-reviewed studies in eight databases up to 10 March 2011. Of the 7,319 studies retrieved, 29 met the inclusion criteria and were analysed in this review. The quality of the data was assessed and a sensitivity analysis was conducted by isolating nationally representative or large cohort data from 6 and 11 countries, respectively. OH foods were important sources of energy in all age groups and their energy contribution increased in adolescents and young adults. Eating OH was associated with a higher total energy intake, energy contribution from fat in the daily diet and higher socioeconomic status. Two large studies showed how eating OH was also associated with a lower intake of micronutrients, particularly vitamin C, Ca and Fe. Although the studies were cross-sectional and heterogeneous in the way they classified eating OH, we conclude that eating OH is a risk factor for higher energy and fat intake and lower micronutrient intake.