Nicotine can lead to lower birth weight and higher infant mortality rates.
Researchers from Saint George's University of London say working out is a big part of getting soon-to-be moms to lay off cigarettes.
In fact, they say almost a quarter of a those who participated in the study were able to quit.
An estimated 20 percent of women in the U.S. say they've smoked during pregnancy. Nicotine can lead to lower birth weight and higher infant mortality rates.
The findings appear in the journal "BMC Health."