Background: Rheumatoid arthritis (RA) is a complex disease in which environmental agents are thought to interact with genetic factors that lead to triggering of autoimmunity. Methods: We reviewed environmental, hormonal, and dietary factors that have been suggested to be associated with the risk of RA. Results: Smoking is the most robust factor associated with the risk of RA, with a clear gene–environment interaction. Among other inhalants, silica may increase the risk of RA in men. There is less evidence for pesticides, pollution, and other occupational inhalants. Regarding female hormonal exposures, there is some epidemiological evidence, although not consistent in the literature, to suggest a link between hormonal factors and the risk of RA. Regarding dietary factors, available evidence is conflicting. A high consumption of coffee seems to be associated with an increased risk of RA, whereas a moderate consumption of alcohol is inversely associated with the risk of RA, and there is less evidence regarding other food groups. Dietary pattern analyses (Mediterranean diet, the inflammatory potential of the diet, or diet quality) suggested a potential benefit of dietary modifications for individuals at high risk of RA. Conclusion: To date, smoking and silica exposure have been reproducibly demonstrated to trigger the emergence of RA. However, many other environmental factors have been studied, mostly with a case-control design. Results were conflicting and studies rarely considered potential gene–environment interactions. There is a need for large scale prospective studies and studies in predisposed individuals to better understand and prevent the disease and its course.