Some evidence, but not enough to be conclusive, suggests that physical activity in pregnancy reduces the risk of perinatal complications. Our objective was to examine if physical activity in the year before pregnancy and in the first half of pregnancy is associated with maternal and neonatal outcomes. Associations between physical activity and maternal and neonatal outcomes were examined in a prospective cohort (n = 1,749) in Halifax, Canada. The Kaiser Physical Activity Survey, completed at approximately 20 weeks' gestation, requested information regarding physical activity during the year before the pregnancy and the first 20 weeks of pregnancy. Outcomes were assessed by medical chart review. Multiple logistic regression was used to estimate odds ratios (OR) with 95 % confidence intervals (CI). Women with prepregnancy physical activity levels in the middle and highest tertiles were more likely to have high gestational weight gain relative to women in the lowest tertile [OR (CI): 1.40 (1.06-1.85) and 1.57 (1.18-2.09), respectively]. Higher physical activity in the first half of pregnancy decreased the odds of delivering a macrosomic infant (p trend = 0.005). Associations were not observed between total physical activity and gestational diabetes, gestational hypertension, pre-eclampsia, preterm birth, and low birth weight. Physical activity before, but not in the first half of pregnancy, is associated with high gestational weight gain. Physical activity in the first half of pregnancy may reduce the occurrence of macrosomia without affecting preterm birth or low birth weight.