Background: Exercise during pregnancy is associated with a variety of health benefits for both mother and child. Despite these benefits, few Australian pregnant women are sufficiently active to meet current exercise during pregnancy guidelines. Healthcare practitioners can play an instrumental role in encouraging women to be active during their pregnancy through the provision of clear and accurate exercise advice. However, little is known about the exercise advice that pregnant women receive from Healthcare practitioners. Methods: Regionally-based Australian women were asked to self-report the exercise advice they received from their Healthcare practitioners during their pregnancy via a survey during one of their clinic visits. Results: Of the 131 participants, 53% (n = 70) reported receiving some form of exercise advice from their Healthcare practitioner. Specifically, frequency of exercise was discussed among 34% of the participants (n = 23) while exercise intensity 57% was discussed among 57% of the participants (n = 38). Exercise duration was discussed among 39% of participants (n = 26) and types of exercise was discussed among 84% of the participants (n = 56). In most instances, participants report receiving advice not in accordance with current exercise during pregnancy guidelines. Conclusions: Healthcare practitioners may not be actively providing advice to pregnant women about their exercise behaviours. Of the advice that is provided, it may not in accordance with current evidence-based exercise during pregnancy guidelines. Whilst healthcare practitioners may be uniquely positioned to provide exercise advice to pregnant women, they may not have the necessary knowledge, training or support to provide specific exercise advice.