Yes, with some precautions, most pregnant women can continue to do any exercise they have been doing. In fact, exercise is encouraged, as it can help you stay in top shape for labor and delivery and benefit your baby as well. Some examples of good exercises to do while pregnant include yoga, walking, jogging, and pilates. Just make sure to avoid contact sports like football, martial arts, or tennis, as well as some forms of gymnastics. This might not be a great time to start any new types of exercise, but check with your healthcare provider if you want to vary your routine.