Pregnancy is the most important period of a woman’s life and it is also called gestation. It brings many psychological, anatomical and physiological changes. Exercise in pregnancy is useful because it has positive psychological effects and contributes to the prevention of gestational diabetes, better physical condition and greatly facilitates pregnancy. The aim of this paper is to review the changes in the body during pregnancy, determine the indications, contraindications and effects of exercise during and immediately after pregnancy, and propose a training plan and program during pregnancy and after childbirth. Changes occur in all body systems (endocrine, cardiovascular, musculoskeletal, respiratory). Pregnant women are advised to avoid strenuous exercise and to avoid experimenting with exercises that were not performed before pregnancy, but they can perform exercises such as pilates exercises, yoga, walking, swimming, aerobics, etc. The exercises must be adapted to the needs and abilities of each woman. One to six weeks after giving birth a woman can return to normal physical activity. A healthy woman should set aside at least 20 minutes a day to perform physical activity which would result in about 150 minutes of physical activity, moderate to strong intensity, most commonly aerobic activity, at the end of the week. There are many guidelines for when and how is the best to start physical activity that prevents injuries and reduces the risk for mother and child. Through physical activity, we improve our daily life and health after pregnancy, and after giving birth we return to the state before pregnancy.