The development and maintenance of healthy lifestyle behaviours are among the most promising strategies for reducing complications and premature death among women living with type 2 diabetes mellitus (T2DM). However, despite the potential benefits of these interventions, they have had varying success and the sustained uptake of the recommended lifestyle modifications is limited. This paper reviews research on the impact of lifestyle interventions aimed at improving health and health behaviours in women with T2DM. In a systematic review of the literature, empirical literature from 2011 to 2017 is examined to explore the effects of various lifestyle interventions on a number of objective and subjective health indicators in women with T2DM. A total of 18 intervention studies in women aged between 21 and 75 years were included in this narrative review. Interventions included education/counselling, exercise, diet, or combined components of varying duration. The included studies used a variety of objective indicators, including glycaemic control, lipid profile and anthropometric indices, as well as a number of diabetes-specific and generic subjective scales (for example, the Diabetes Problem Solving Inventory and the Short Form 36). Significant heterogeneity was noted in the interventions and also the study findings, although exercise interventions tended to yield the most consistent benefit in relation to glycaemic control, while exercise/dietary interventions generally improved anthropometric indices. The findings from this review did not consistently suggest the greater value of any one type of intervention. Future research should consider interventions that target multiple health behaviours and emphasize health literacy, self-efficacy, and problem-solving skills.