The periparturient period, typically defined as the period immediately before and after calving, is a challenging time for dairy cattle that must cope with physiological, metabolic and endocrine changes, as well as a variety of environmental and management-related stressors. These challenges likely contribute to the high incidence of disease observed during the weeks following parturition. Changes in behaviour during the period around parturition can be used to identify animals that are ill or at risk of disease. The aim of this review is to summarise current knowledge on the behavioural changes of dairy cattle during the periparturient period and how these changes relate to illness. We provide an overview of the concept of sickness behaviour and describe the normal changes in feeding behaviour, social behaviour, and resting behaviour around parturition and how these behaviours differ between animals that become ill after parturition and those that remain healthy. We also review the literature on behavioural responses to common farm management practices around parturition drawing on examples related to early cow–calf separation, space restriction, social re-grouping, and housing conditions. This review focuses primarily on indoor group-housed dairy cattle as the majority of research has been focussed in this area; however, literature related to pasture-based dairy production, other farm animal species, and rodents is also discussed. Reduced feeding time and intake, increased standing time, restlessness, and a reluctance or inability to successfully compete for access to important resources are examples of the behavioural changes that have been associated with illness after calving. Using behaviour to identify sick cattle and those at increased risk of becoming ill will facilitate prompt treatment and provide opportunities to identify management changes that prevent disease, improving overall herd health and animal welfare.