Nutritional status during pregnancy can have a significant impact on maternal and neonatal health outcomes. Requirements for macronutrients such as energy and protein increase during pregnancy to maintain maternal homeostasis while supporting foetal growth. Energy restriction can limit gestational weight gain in women with obesity; however, there is insufficient evidence to support energy restriction during pregnancy. In undernourished women, balanced energy/protein supplementation may increase birthweight whereas high protein supplementation could have adverse effects on foetal growth. Modulating carbohydrate intake via a reduced glycaemic index or glycaemic load diet may prevent gestational diabetes and large-for-gestational-age infants. Certain micronutrients are also vital for improving pregnancy outcomes, including folic acid to prevent neural tube defects and iodine to prevent cretinism. Newly published studies support the use of calcium supplementation to prevent hypertensive disorders of pregnancy, particularly in women at high risk or with low dietary calcium intake. Although gaps in knowledge remain, research linking nutrition during pregnancy to maternofoetal outcomes has made dramatic advances over the last few years. In this review, we provide an overview of the most recent evidence pertaining to macronutrient and micronutrient requirements during pregnancy, the risks and consequences of deficiencies and the effects of supplementation on pregnancy outcomes.