Although exercise is widely accepted as an important component in programs of maintaining a healthy lifestyle, the question of safety and utility of an exercise program for pregnant diabetic women is still controversial. Pregnant women who have diabetes want some direction as to what their possibilities are regarding exercise programs, as there is accumulating evidence that exercise during pregnancy has some advantages for them. In addition, there is now a consensus of thought that the ideal nutritional therapy for the gestational diabetic woman is a diet that facilitates normoglycemia. This article outlines a program that not only improves metabolic control through dietary principles and exercise prescriptions to achieve and maintain normoglycemia, but also will be safe for the mother and her baby, is enjoyable, and also has physical benefits for the mother.