Expectant mothers who take moderate exercise can reduce by as much as 30% their chances of developing gestational diabetes mellitus, and by more if they do so throughout their pregnancy.
The findings, published in BJOG: An International Journal of Obstetrics and Gynaecology, are the first to link exercise in pregnancy to those two outcomes.
They prompted calls from midwives for women to ensure they are active during pregnancy by undertaking activities such as swimming or brisk walking.
The authors, led by Gema Sanabria-Martinez at Virgen de la Luz hospital in Cuenca, Spain, analysed 13 previous studies involving 2,873 women who, despite previously taking little or no exercise, began to do so after becoming pregnant.
Gestational diabetes mellitus is a serious condition affecting between 1% and 14% of women, which can lead to them developing dangerously high blood pressure, delivering their baby early and needing to have their baby delivered by caesarean section. It can also lead to babies being injured or injuring their mother at birth because they are larger.
Women who are active while carrying their baby are also typically 1kg lighter than those who remain sedentary, the researchers found.
The earlier in pregnancy women start exercising, the more benefit they gain, they concluded. They will also boost their baby's health by doing so.
The authors want doctors and midwives to advise mothers-to-be to participate in moderate intensity exercise "as an effective and safe strategy to experience healthier pregnancies because they will have less risk of GDM and they will avoid excessive weight gain and, as a consequence, improve the health status of their offspring", they write.
"Our results show that physical exercise during pregnancy reduces the risk of gestational diabetes mellitus and also slightly reduces the maternal weight gain," they wrote in the journal.
"Furthermore, the benefits of the programmes for decreasing the risk of GDM and excessive MWG [maternal weight gain] are greater when begun in early pregnancy and include a combination of aerobic, toning, resistance, strength and flexibility exercises."
The Royal College of Midwives advised that women who are new to exercise should do no more than 15 minutes three times a week and build up to a daily half-hour long sessions.
The new findings contradict a 2012 study by the Cochrane Collaboration, an independent group which is widely regarded for its assessment of the evidence of medical treatments.
It said that exercise made "no significant difference" to a pregnant woman's risk of developing gestational diabetes, though based that on the results of just three randomised controlled trials.
"The exercise pregnant women take should reflect their previous exercise regime. So, for example, it would not be appropriate for a woman who has done no exercise for many years to suddenly start running long distances in pregnancy", said Mervi Jokinen, the college's practice and standards professional advisor.
"If women exercised regularly before pregnancy, they should be able to continue with no adverse effects," she added.