Physical activity during pregnancy has been investigated for its potential benefits which includes weight control. Physical activity patterns of pregnant women in Tshwane, South Africa, were investigated using the EPIC–Norfolk Physical Activity Questionnaire (EPAQ-2) in an epidemiological cross-sectional study. Differences between recalled pre-pregnancy weight and pregnancy weight were used to determine weight gain. Weight gain was calculated to determine its association with the physical activity levels of pregnant women in their second and third trimesters and to assess how the progression of the pregnancy affects this variable. Of the 78 women who participated, 31 (39.7%) and 47 (60.3%) were in their second and third trimesters, respectively; 30.8%, 53.9% and 16.7% were classified as relatively inactive, active and very active respectively. The weight gain of 45.5% of the pregnant women was within the recommended range, while 28.6% and 26.0% were below and above the range respectively. Non-parametric statistics indicated no connection between the trimester and the women’s activity level. Very active and relatively inactive pregnant women fall below and above the recommended weight-gain ranges, respectively (p>0.10). Of the pregnant women, 35 (53.9%) were relatively active and 35 (45.5%) fall within the recommended weight-gain ranges. In conclusion, no connection was established between the pregnancy trimester and the level of physical activity, while physical activity effectively controlled weight gain during pregnancy. This study was limited by its cross-sectional nature, therefore further longitudinal research is recommended.