Based on the current evidence, maintaining a physically active lifestyle prior to and during early pregnancy protects against the development of GDM. However, the effectiveness of beginning an exercise program in the second half of pregnancy, and the optimal prescription and quantification of appropriate individualized exercise programs should be the focus of continued research. Many professional societies advocate the use of exercise as an adjunctive therapy for women with GDM. Recent studies have indicated that an exercise program initiated after diagnosis of GDM may reduce the requirement for insulin therapy and improve glycemic control in late pregnancy. These benefits may be long-lasting, as adequate glucose control in pregnancy is associated with reduced risk of perinatal complications and lower incidence of macrosomia or a large-for-gestational-age infant. In turn, this provides a potential role for prenatal exercise in reducing the obesity risks for the next generation.