Women can and should do moderate exercise while pregnant, even if they weren't exercising before conception.
According to the American College of Obstetricians and Gynecologists, women without major medical or obstetric complications should get at least 20 to 30 minutes of moderate exercise every day. Moderate exercise is defined as moving while still able to carry on a conversation.
Activity can prevent excessive weight gain which can complicate pregnancy, according to NPR.com.
