BACKGROUND:Self-selection into residential neighbourhoods is a widely acknowledged, but under-studied problem in research investigating neighbourhood influences on physical activity and diet. Failure to handle neighbourhood self-selection can lead to biased estimates of the association between the neighbourhood environment and behaviour. This means that effects could be over- or under-estimated, both of which have implications for public health policies related to neighbourhood (re)design. Therefore, it is important that methods to deal with neighbourhood self-selection are identified and reviewed. The aim of this review was to assess how neighbourhood self-selection is conceived and accounted for in the literature. METHODS:Articles from a systematic search undertaken in 2017 were included if they examined associations between neighbourhood environment exposures and adult physical activity or dietary behaviour. Exposures could include any objective measurement of the built (e.g., supermarkets), natural (e.g., parks) or social (e.g., crime) environment. Articles had to explicitly state that a given method was used to account for neighbourhood self-selection. The systematic review was registered with the PROSPERO International Prospective Register of Systematic Reviews (number CRD42018083593) and was conducted in accordance with the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) statement. RESULTS:Of 31 eligible articles, almost all considered physical activity (30/31); few examined diet (2/31). Methods used to address neighbourhood self-selection varied. Most studies (23/31) accounted for items relating to participants' neighbourhood preferences or reasons for moving to the neighbourhood using multi-variable adjustment in regression models (20/23) or propensity scores (3/23). Of 11 longitudinal studies, three controlled for neighbourhood self-selection as an unmeasured confounder using fixed effects regression. CONCLUSIONS:Most studies accounted for neighbourhood self-selection by adjusting for measured attributes of neighbourhood preference. However, commonly the impact of adjustment could not be assessed. Future studies using adjustment should provide estimates of associations with and without adjustment for self-selection; consider temporality in the measurement of self-selection variables relative to the timing of the environmental exposure and outcome behaviours; and consider the theoretical plausibility of presumed pathways in cross-sectional research where causal direction is impossible to establish.