The aims of this paper are (1) to comment on the evidence relating to the health risks and benefits of physical activity (PA) for pregnant women and their unborn foetuses, and (2) to discuss the public health benefits of participation in appropriate physical activity during pregnancy. Evidence from recent original research and review papers suggests that there are potential benefits of appropriate PA in terms of maternal weight control and fitness, which are likely to have significant long term public health benefits. Concerns about the potential ill-effects of PA during pregnancy, such as hyperthermia, shortened gestational age and decreased birth weight are not supported by the most recent scientific reviews. The physiological adaptations to exercise during pregnancy appear to protect the foetus from potential harm and, while an upper level of safe activity has not been established, the benefits of continuing to be active during pregnancy appear to outweigh any potential risks. All decisions about participation in physical activity during pregnancy should however be made by women in consultation with their medical advisers.