Actress Emily Blunt ("The Devil Wears Prada") says that during her first pregnancy in 2014, she was committed to staying active by doing Pilates. In her third trimester, she took long hikes in the Hollywood hills near her home.

Her second pregnancy in 2016 saw her running after her 2-year-old while juggling fitness, work, and family.

Blunt's efforts to stay active were wise, according to a new study in the American College of Sports Medicine's Health and Fitness Journal, which says that when pregnant women get 150 or more minutes of moderate-intensity exercise three or more days a week, they reduce their risk of developing gestational diabetes, high blood pressure, and preeclampsia by as much as 40% — without increasing the odds of miscarriage, early delivery, or having a small baby.

In addition, exercise reduces the odds of developing depression during pregnancy by 67%.

Being sedentary, by contrast, can put a great deal of extra stress on a pregnant woman's body and increase the risk of complications such as gestational diabetes, hypertension, and preeclampsia, which jeopardize both Mom's health and the health of a growing fetus.

However, some pregnant women need to be careful about exercise, says the ACSM study. This includes women with preeclampsia and intrauterine growth restriction or pre-existing cardiovascular or respiratory diseases. Those women need to start exercising slowly and monitor the results.

And every pregnant woman, especially those who have not been active before becoming pregnant, should get advice from her doctor before starting any exercise routine.