This systematic review analyzed articles focused on the relationship between environment (physical, built, perceived, and social) and smoking, alcohol drinking, physical activity, diet, and obesity in Brazil. Studies published between 19952011 were retrieved from seven databases and hand searches. Based on the 42 articles reviewed, gaps were identified and recommendations were made for future research. Despite a growing number of studies, the Brazilian literature is still limited. The increase of articles in 2010-2011 coincided with the diversification of lifestyles studied, although physical activity domain remains predominant. Most studies analyzed neighborhood settings and used subjective measures for lifestyle and for environment. The presence of recreational facilities was the main physical environment aspect studied, while safety from crime was the prominent social environment factor. More research is needed to yield a rich body of evidence that leads to theoretical and methodological advances, and that supports interventions aimed at creating healthy environments.