Exercise has long been accepted as an adjunctive nonmedical intervention in the management of diabetes in nonpregnant subjects. It is universally accepted that pregnancy is a diabetogenic event which could develop into gestational diabetes mellitus (GDM) in up to 12% of pregnant women. GDM, a carbohydrate intolerance of variable severity with onset or first recognition during pregnancy, involves a relative resistance to insulin. Exercise becomes thus a logical intervention, only recently offered as an adjunctive therapy to pregnant diabetics. This article reviews our current understanding of the role of exercise in the management of GDM.