Exercise during pregnancy has been associated with reduced risk of gestational diabetes mellitus, however, twice as many women are sedentary during pregnancy as compared to when they are not pregnant. We conducted 3 focus groups among 20 pregnant Latina and non-Latina white women to identify barriers and facilitators to exercise in pregnancy to inform a gestational diabetes mellitus intervention study. Quantitative analyses of demographic data, and qualitative analyses of focus groups were conducted. Women identified physical limitations and restrictions, lack of resources, energy, and time as powerful exercise barriers. Social support, access to resources, information, proper diet, scheduling, and the weather were identified as powerful facilitators. Intervention programs designed for pregnant women should facilitate social support, provide information and resources, as well as promote short-term and long-term benefits.