Individuals diagnosed with mental illness experience high rates of morbidity and mortality as a result of poor physical health and unhealthy lifestyle behaviours. The aim of this paper is to systematically review the literature on health behaviour interventions to improve the physical health of individuals diagnosed with a mental illness. A systematic search strategy was undertaken using four of the major electronic databases. Identified articles were screened for inclusion, included articles were coded, and data were extracted and critically reviewed. A total of 42 articles were identified for inclusion. The most commonly targeted physical health behaviour was weight management. The majority of studies reported improvements in health behaviours following interventions. The findings provide evidence for the positive effect of health behaviour interventions in improving the physical health of individuals diagnosed with a serious mental illness. A focus on health behaviour interventions within the mental health nursing profession might lead to improvements in health behaviours and general health in consumers of mental health services.