The mental and physical health benefits of exercise during pregnancy highlight the importance of understanding the determinants of pregnant women's physical activity. This paper presents a review of the existing research on pregnancy and physical activity, in order to (a) summarize the existing body of literature since 1986 examining changes in physical activity during pregnancy, (b) summarize correlates and predictors of physical activity during pregnancy, and (c) present directions for future research. A literature search yielded 25 articles published from 1986 to 2009 in English peer-reviewed journals. The major findings were categorized into the following: (a) exercise patterns, (b) demographic correlates/predictors, (c) the influence of pre-pregnancy exercise on pregnancy exercise, (d) theory-based predictors and (f) other correlates of exercise (e.g. general health and safety concerns). Results indicated that pregnant women are less active than non-pregnant women and that pregnancy leads to a decrease in physical activity. Consistent demographic predictors of higher exercise participation during pregnancy include higher education and income, not having other children in the home, being white, and being more active prior to becoming pregnancy. Only a few studies used theoretical models to understand physical activity during pregnancy with varied results. The review outlines demographic and theory-based correlates/predictors that should be taken into consideration when developing interventions to increase physical activity among pregnant women.