Early life is important for later health outcomes, yet there are few studies which adequately address all of the potential early life insults that may affect later life health and growth trajectories. This is particularly evident in low- to middle-income countries such as South Africa, where women of childbearing age are particularly vulnerable to high levels of physical inactivity, malnutrition, and obesity. Pregnancy may therefore be an opportune time to change behaviours and improve maternal and offspring health outcomes, and decrease the inter-generational transfer of risk. We show clear evidence that physical activity and nutrition are important target areas for intervention during pregnancy and in the early years of life, yet that current literature in Africa, and specifically South Africa, is limited. We have outlined the available literature concerning the impact of maternal and early life nutrition and physical activity on the health status of South African children, and have provided some recommendations for future research and policy.