Exercise guide during pregnancy: How to carry out fitness suitable for pregnant women. Modern medicine has proven that appropriate physical exercise during pregnancy has great benefits for the health of mother and baby. But for women who are about to become mothers, making the right exercise choices is crucial. Here, we’ll provide you with pregnancy exercise guidelines to ensure you’re healthier during pregnancy. Step One: Understand Exercises for Pregnant Women The most important thing to do when exercising during pregnancy is to make sure your body is not overloaded. The best reference is what your doctor will tell you during a physical exam.