Regular physical activity contributes positively to physical and psychological health. Adverse consequences of inactivity may be an especially important problem among pregnant women. Up to 60% are inactive during pregnancy. This review found consistent evidence that physical activity is reduced during pregnancy; however, few investigators have sought to quantify physical activity patterns among pregnant women using well validated measures. Some of the barriers to physical activity during pregnancy, such as depression, anxiety and fatigue, have been shown to be attenuated by regular exercise performed by non-pregnant samples. There is a need to better understand the relationships between these factors and physical activity during pregnancy. Available retrospective and prospective results suggest that both leisure time and work-related physical activities are decreased across pregnancy. Intensity and duration decrease both during pregnancy compared with pre-pregnancy and in the third trimester compared with the first. There is a need for well designed longitudinal investigations that document pregnancy-related changes in physical activity at frequent intervals during pregnancy using validated and more precise measures of physical activity. Reductions in physical activity and a worsening mood are common during pregnancy. If the relationship between physical inactivity and mood disturbances is indeed observed and maintained during pregnancy, then decreases in physical activity in the third trimester would be expected to result in a worsening mood. In recent years, increased attention has been paid to antenatal mood disturbances, and this research has yielded a host of important findings. Prior correlational and experimental research with non-pregnant samples has demonstrated a consistent relationship between physical inactivity and mood disturbances. Whether this relationship occurs among pregnant women and/or is maintained as women progress during pregnancy is uncertain. Prior investigations have revealed that there is higher rate of mood disturbance during pregnancy than following pregnancy but little is known about the mechanisms that cause these mood disturbances. It is important to better understand changes in mood with pregnancy because mood disturbances can have major negative consequences for a pregnant woman. The major adverse consequences of depression among pregnant women are largely the same as those of non-pregnant individuals. Only six investigations have quantified the relationship between changes in physical activity and changes in mood during pregnancy. The available evidence suggests that inactivity is associated with worse mood. Additional research into this topic is warranted due to the limited number of published papers and the design and methodology limitations of these investigations.