Objective To understand what evidence exists with regard to maternal and offspring benefits of aerobic and/or resistance training during pregnancy. Methods Systematic review of RCTs (published until May 2015) with healthy pregnant women and focusing on the benefits of exercise interventions on maternal health or perinatal outcomes. Studies were ranked as high/low quality, and a level of evidence was established according to the number of high-quality studies and consistency of the results. Results 61 RCTs were analyzed. The evidence for a benefit of combined exercise [aerobic + resistance (muscle strength)] interventions on maternal cardiorespiratory fitness and prevention of urinary incontinence was strong. A weak or insufficient level of evidence was found for the rest of interventions and outcomes Conclusion The exercise modality that seems to induce a more favorable effect on maternal health is the combination of aerobic and resistance exercises during pregnancy.