Background: While the potential adverse outcomes of prenatal exposure to unhealthy lifestyle are widely evidenced, little is known about these exposures in the periconception period. We investigated the associations between lifestyle behaviours and adverse pregnancy outcomes with a unique distinction between preconceptional- and prenatal lifestyle behaviours. Methods: A secondary analysis took place within a prospective multicentre cohort study in the Netherlands, including 3,684 pregnant women. Baseline characteristics and preconceptional and first trimester lifestyle behaviours were assessed through a self-administered questionnaire in the first trimester. Adverse pregnancy outcomes (hypertensive disorders in pregnancy (HDP), small for gestational age (SGA), gestational diabetes (GDM) and spontaneous preterm birth (sPTB)) were reported by healthcare professionals. Data were collected between 2012 and 2014 and analysed using multivariate logistic regression. Results: Women who are overweight, and especially obese, have the highest odds of developing any adverse pregnancy outcome (adjusted odds ratio (aOR) 1.61 (95 % Confidence Interval (CI) 1.31–1.99) and aOR 2.85 (95 %CI 2.20–3.68), respectively), particularly HDP and GDM. Women who prenatally continued smoking attained higher odds for SGA (aOR 1.91 (95 %CI 1.05–1.15)) compared to the reference group, but these odds decreased when women prenatally quit smoking (aOR 1.14 (95 %CI 0.59–2.21)). Women who did not use folic acid supplements tended to have a higher odds of developing adverse pregnancy outcomes (aOR 1.28 (95 %CI 0.97–1.69)), while women who prenatally started folic acid supplements did not (aOR 1.01 (95 %CI 0.82–1.25)). Conclusions: Our results indicate that smoking cessation, having a normal body mass index (BMI) and initiating folic acid supplements preconceptionally may decrease the risk of adverse pregnancy outcomes. Therefore, intervening as early as the preconception period could benefit the health of future generations.