The effects of participation in a 6-week aerobic exercise program (AEP) on pregnant adolescents' depression, self-esteem, and physical discomforts of pregnancy were examined. The sample was comprised of 58 ethnically diverse subjects ranging in age from 14 to 20 years. Subjects in the AEP were observed to have a significant decrease in depressive symptoms over time and an increase in total self-esteem; those in the comparison group reported a significant increase in physical discomforts associated with pregnancy. These findings suggest that exercise programs such as the AEP should be considered an important aspect of prenatal self-care for healthy pregnant adolescents.