Keep up your normal daily physical activity or exercise (sport, running, yoga, dancing, or even walking to the shops and back) for as long as you feel comfortable. Exercise is not dangerous for your baby – there is some evidence that active women are less likely to experience problems in later pregnancy and labour. Exercising during your pregnancy has great benefits – it can help prepare you for labor and childbirth and lift your spirits – but you need to approach working out with extra caution.