Background: Physical activity may reduce the risk of adverse maternal outcomes, yet there are very few studies that have examined the correlates of exercise amongst obese women during pregnancy. We examined which relevant sociodemographic, obstetric, and health behaviour variables and pregnancy symptoms were associated with exercise in a small sample of obese pregnant women.Methods: This was a secondary analysis using data from an exercise intervention for the prevention of gestational diabetes in obese pregnant women. Using the Pregnancy Physical Activity Questionnaire (PPAQ), 50 obese pregnant women were classified as "Exercisers" if they achieved ≥900 kcal/wk of exercise and "Non-Exercisers" if they did not meet this criterion. Analyses examined which relevant variables were associated with exercise status at 12, 20, 28 and 36 weeks gestation.Results: Obese pregnant women with a history of miscarriage; who had children living at home; who had a lower pre-pregnancy weight; reported no nausea and vomiting; and who had no lower back pain, were those women who were most likely to have exercised in early pregnancy. Exercise in late pregnancy was most common among tertiary educated women.Conclusions: Offering greater support to women from disadvantaged backgrounds and closely monitoring women who report persistent nausea and vomiting or lower back pain in early pregnancy may be important. The findings may be particularly useful for other interventions aimed at reducing or controlling weight gain in obese pregnant women.