It is recommended that you consult your doctor before starting a physical exercise program and especially when you are pregnant. Women who are physically active before pregnancy can usually continue to exercise during their pregnancy. It is best to train under the supervision of a health care professional or according to their advice. Women who engage in physical activity during pregnancy demonstrate more endurance during labor and are less likely to experience medical complications related to childbirth, and generally give birth to babies with better health compared to those who don’t exercise.