Physical activity is safe for most pregnant women and improves maternal fitness and birth outcomes. Yet, despite evidence of benefit, prevalence rates are low. Research in other populations suggests that attitudes and information are associated with physical activity. We examined the sources and types of information that women receive about physical activity during pregnancy and their association with attitudes towards prenatal physical activity. We also investigated whether particular groups of women are more likely to receive physical activity information. Questionnaires were completed by 179 ethnically and socio-economically diverse pregnant women. Women who were younger, unpartnered, less educated and had less income were less likely to report receiving information about prenatal physical activity. Receipt of information concerning benefits and risks of activity, risks of inactivity and specific techniques was associated with more favourable attitudes towards physical activity. Women who perceived low risk of birth complications also held more favourable attitudes. Some viewed all forms of physical activity as dangerous. Results suggest that providing information about benefits and risks of prenatal physical activity may motivate pregnant women to practice better health behaviours.