Background: Physical activity during pregnancy is associated with reduced risk of adverse maternal and fetal outcomes. However, the majority of pregnant women are inactive and interventions designed to increase exercise during pregnancy are sparse. We evaluated the feasibility and preliminary efficacy of an exercise intervention among a diverse sample of pregnant women. Methods: The B.A.B.Y. (Behaviors Affecting Baby and You) Study is conducted at a large tertiary care facility in Western Massachusetts. We randomized 110 prenatal care patients (60% Hispanic) to an individually tailored 12-week exercise intervention arm (n = 58) or to a health and wellness control arm (n = 52) at mean = 11.9 weeks gestation. Physical activity was assessed via the Pregnancy Physical Activity Questionnaire (PPAQ). Results: After the 12-week intervention, the exercise arm experienced a smaller decrease (–1.0 MET-hrs/wk) in total activity vs. the control arm (–10.0 MET-hrs/wk; P = .03), and a higher increase in sports/exercise (0.9 MET-hrs/wk) vs. the control arm (–0.01 MET-hrs/wk; P = .02). Intervention participants (95%) reported being satisfied with the amount of information received and 86% reported finding the study materials interesting and useful. Conclusions: Findings support the feasibility and preliminary efficacy of a tailored exercise intervention in increasing exercise in a diverse sample of pregnant women.