Here are five myths common surrounding pregnancy and working out, that you need to stop believing. Myth #1: It's not safe to exercise while pregnant. According to our experts, this is one of the most common myths getting around. And it turns out that for most women, exercise is actually really beneficial for both mum and baby. "Exercising has amazing benefits for you and your baby," said Mason. "The most current research from the Royal Australian New Zealand College of Obstetrics and Gynaecology (RANZCOG) states that exercise during pregnancy is not only safe, but highly recommended to improve sleep, promote muscle strength, boost your mood and energy and assist in the management of gestational diabetes and pregnancy-related aches and pains."