There are lots of types of exercises you can perform during pregnancy. Actually, exercise during pregnancy will help you have more energy, prevent excess weight gain, decrease aches and pains, help during delivery and help you get in pre-pregnancy weight faster. Here is a list of exercises you can do during pregnancy: Low-Impact Aerobics Jogging Swimming Dancing Weight-Training (my favorite) Yoga When I was pregnant with Nicholas I did 3 days of weight training and 3-4 days of cardio.