Evidence-based guidelines indicate that regular prenatal exercise is an important component of a healthy pregnancy. In addition to maintaining physical fitness, exercise may be beneficial in preventing or treating maternal-fetal diseases. Women who are the most physically active have the lowest prevalence of gestational diabetes (GDM), and prevention of GDM may decrease the incidence of obesity and type 2 diabetes in both mother and offspring. However, few studies have investigated the effectiveness of exercise in delaying or preventing GDM in at-risk women, and exercise prescriptions that optimize outcomes for women with GDM are lacking. Physically active women are also less likely to develop pre-eclampsia, and we have proposed the following 4 mechanisms that may explain this protective effect: enhanced placental growth and vascularity, reduced oxidative stress, reduced inflammation, and correction of disease-related endothelial dysfunction. Exercise may also prevent reproductive complications associated with maternal obesity. Obesity increases the risk of infertility and miscarriage, and weight loss programs that incorporate diet and exercise are a cost-effective fertility treatment that may also reduce the probability of obesity-related complications during pregnancy. Regular exercise following conception may prevent excessive gestational weight gain and reduce post-partum weight retention.