Abstract Background Women are encouraged to be physically active during pregnancy. Despite available evidence supporting antenatal physical activity to bring health benefits for both the mother and child, the most effective way to prevent some maternal and fetal outcomes is still unclear. The purpose of this study was to evaluate the efficacy of an exercise intervention to prevent negative maternal and newborn health outcomes. Methods A randomized controlled trial (RCT) nested into the 2015 Pelotas (Brazil) Birth Cohort Study was carried-out with 639 healthy pregnant women, 213 in the intervention group (IG) and 426 in the control (CG) group. An exercise-based intervention was conducted three times/week for 16 weeks from 16-20 to 32-36 weeks’ gestation. The main outcomes were preterm birth and pre-eclampsia. Gestational age was calculated based on several parameters, including routine ultrassounds and/or last menstrual period and categorized as