Fourteen studies were evaluated to investigate the relationship between physical activity during pregnancy and maternal/neonatal outcomes and glycemic control in women with gestational diabetes mellitus. Regular physical activity during pregnancy reduces the risk of gestational diabetes mellitus, as well as the common discomforts of pregnancy, without a negative effect on maternal or neonatal outcomes. Physical activity for 30 minutes per day for a minimum of three times per week is needed to aid with improved glycemic control. In addition, social support may encourage women with gestational diabetes mellitus to engage in physical activity.