OBJECTIVE - To examine the feasibility of an individualized exercise program to prevent gestational diabetes mellitus (GDM) in obese pregnant women. RESEARCH DESIGN AND METHODS - The study was a pilot randomized controlled trial with obese pregnant women (intervention group, individualized exercise program [n = 25]; control group, usual care [n = 25]). Average weekly energy expenditure (MET hours per week and kilocalories per week) of exercise-specific activity was assessed during pregnancy using the Pregnancy Physical Activity Questionnaire. Fasting glucose and insulin and homeostasis model assessment of insulin resistance (HOMA-IR) were assessed at baseline and 20, 28, and 36 weeks' gestation. RESULTS - Of the women in the intervention group, 16 of 22 (73%) achieved more than 900 kcal/week of exercise-based activity at 28 weeks compared with 8 of 19 women in the control group (42%), P = 0.047. However, insulin resistance (HOMA-IR) did not differ between the groups. CONCLUSION - This intervention was feasible and prompted a modest increase in physical activity. However, we are not confident that this intervention would be sufficient to prevent GDM.