It is well established that exercise has numerous health benefits, especially in regard to weight management for the obese and overweight population. However, there is limited data to support the safety or effects of exercise in the obese and overweight pregnant population despite the fact that exercise and weight management in this demographic is particularly important. In an effort to establish the safety profile of exercise during pregnancy in this population, we tested the hypothesis that exercise would not result in adverse birth outcomes. We surveyed postpartum women with an average BMI of 34.7 regarding their participation in exercise during pregnancy. Our primary outcome of interest was small for gestational age (SGA). Secondary outcomes included gestational age at delivery, mode of delivery, head circumference, length and birthweight as compared to those who did not exercise. SGA occurred in 12.5% of women who exercised in the first trimester compared to 14.9% in those who did not exercise (p = 0.678). Similar results were seen for women who exercised in the second and third trimesters. Intensity of exercise did not alter these findings and the analysis of secondary outcomes also did not demonstrate a difference between the groups. In conclusion, overweight and obese women who reported exercising during pregnancy did not have a higher incidence of SGA infants. Exercise should not be discouraged in pregnant women due to obesity.