Does strenuous antenatal exercise reduce birthweight? Does reducing maternal exercise increase birthweight? What to advise about exercise during pregnancy? We recruited 117 women who intended to exercise 5 or more times weekly during pregnancy to a study of whether reducing the amount of maternal exercise during pregnancy is associated with an increase in birthweight. Only 61/117 (52%) of women agreed to be randomised to either continue or to reduce (to 3 or fewer sessions of exercise weekly) their intended pregnancy exercise program. Most women who refused randomisation did not want to risk being asked to reduce their exercise during pregnancy. Within the randomised trial, there was no statistically significant difference between the mean birthweight of babies born to women who continued and those who reduced their intended exercise program. The high rate of refusal of randomisation limits the power of the study to find a difference in birthweight, limits the generalisability of the results and shows that many women intending to exercise at this level during pregnancy have an uncompromising attitude to exercise.