Your doctor should approve of any exercise program while you're pregnant. The American Pregnancy Association offers this list of potential benefits: *** It can help alleviate conditions such as poor circulation and back pain. *** It can give you more energy throughout your day. *** It can help you sleep better. *** It can put you in a better mood. *** It can better prepare your body for childbirth. *** It can help prevent excessive weight gain during pregnancy.