Pregnancy is not an illness. Gone are the days when the women were expected to remain confined to home at time of pregnancy. Today’s woman wants to remain active and in shape even during pregnancy. They want to continue their pre-pregnancy exercise routine even during pregnancy. However concerns regarding the safety of the baby and myths related to possible adverse effects of exercise on neonatal outcome prevents her obstetrician from giving advice regarding adequately exercising during pregnancy. This chapter discusses, how the obstetrician should help devise an exercise program for the women who want to remain active during pregnancy. It also describes the role of the obstetrician in alleviating the woman’s myths and doubts related to adverse effects of exercise during pregnancy and also shows that it is the duty of the clinician to emphasize the importance of exercising and activity during pregnancy.