A physical inactive lifestyle is associated with increased prevalence of chronic diseases such as cardiovascular disease, type 2 diabetes, osteoporosis and cancer. The proportion of pregnant women with overweight or obesity is increasing rapidly across the world and this excess weight, mainly obesity, is associated with increased risk of health problems during pregnancy and in connection with childbirth. Pregnancy poses significant physiological changes in the body and thus many pregnant women are worried about being physically active or exercising during this period. This literature review aimed to determine the advantages or disadvantages, current recommendations and restrictions on physical activity and exercise during normal pregnancy. Searches were carried out on databases PubMed, CINHAL and the Cochrane Library. The review indicates that all healthy pregnant women can be physically active to achieve health benefits. Physical activity and exercise during pregnancy does not increase any risk of adverse pregnancy or birth outcomes, not even for elite athlete women. All healthy pregnant women can remain physically active. However, high-risk sports or hard working should be avoided; greater caution and carefulness should be taken to avoid any unexpected complications and elite knowledge about physical activity and exercise during normal pregnancy is necessary.