Researchers collected and re-examined clinical trial data on exercise during pregnancy and whether it plays a role in preterm birth.
Historically, women were discouraged from vigorous exercise during pregnancy because of the risk of preterm birth.
"The thinking was that exercise releases norepinephrine in the body, which is a chemical that can stimulate contractions of the uterus, and thus lead to preterm birth," said Vincenzo Berghella, from the Thomas Jefferson University in the US.
Researchers pooled data from nine randomised controlled studies in which pregnant women were divided into two groups.
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Of the 2,059 women who were included in the analysis, about half (1,022 women) exercised for 35-90 minutes 3-4 times per week for 10 weeks or up until their delivery, whereas the other half, (1,037 women) engaged in no exercise.
The researchers found that there was no significant increase in preterm birth, defined as delivery before 37 weeks, in women who exercised than in those who did not.
Likewise, there was a lower incidence of C-section in women who exercised during pregnancy - 17 per cent of exercising women had a C-section versus 22 per cent in those who did not.
There was also lower incidence of gestational diabetes, and lower rates of high blood pressure in the exercising group.
All of the women included in this analysis were carrying a single baby (not twins), had normal weight to start with, and had no health conditions that prevented them from exercising.
"However, there are many reasons women pull back on exercise during pregnancy - discomfort, an increase in tiredness and feeling winded by low level exertion," he said.
"This paper reinforces that exercise is good for the mom and the baby and does not hold any increased risk preterm birth," he added.
The study was published in the American Journal of Obstetrics and Gynecology.