Exercise For current guidance on exercise during pregnancy click here. Moderate-intensity physical activity will not harm you or your baby. At least 30 minutes of moderate intensity activity per day is recommended by national guidance. If you exercised regularly before pregnancy, you should be able to continue without adverse effects, but tell instructors that you are pregnant. If you are not used to exercising you should begin with no more than 15 minutes of continuous exercise, three times per week, increasing gradually to daily 30-minute sessions. If you have any medical or pregnancy conditions, seek advice from your midwife or doctor first.