Exercise is one of the most physiologically challenging stressors requiring the coordination of metabolic, respiratory, and cardiovascular responses to meet increased energy requirements of the working muscle. During pregnancy, all women without contraindication are encouraged to exercise as part of a healthy lifestyle. Pregnancy itself is associated with profound physiological adaptations to the maternal cardiovascular, respiratory, and metabolic systems, which serve to support the needs of the growing fetus. Therefore the physiological adaptations to exercise during pregnancy are more pronounced and critically important. This review provides an overview of our current understanding of the physiological adaptations to acute prenatal exercise.