Despite the benefits of exercise during pregnancy, many expectant mothers are inactive. This study examined whether augmenting a protection motivation theory (PMT) intervention with a Health Action Process Approach can enhance exercise behavior change among pregnant women. Sixty inactive pregnant women were randomly assigned to one of three treatment groups: PMT-only, PMT + action-planning, and PMT + action-and-coping-planning. Week-long objective (accelerometer) and subjective (self-report) exercise measures were collected at baseline, and at 1- and 4-weeks post-intervention. Repeated-measures ANOVAs demonstrated that while all participants reported increased exercise from baseline to 1-week post-intervention, participants in both planning groups were significantly more active (p < .001) than those in the PMT-only group by 4-weeks post-intervention (η2 = .13 and .15 for accelerometer and self-report data, respectively). In conclusion, augmenting a PMT intervention with action or action-and-coping-planning can enhance exercise behavior change in pregnant women.