Pregnancy is a specific stage in women's life, a time when they face physiological and biomechanical changes that, without proper monitoring, lead to the emergence of musculoskeletal discomforts. Most of these issues are associated with postural changes, balance, ligament laxity, body weight increase and cardiorespiratory disorders. The Pilates method provides several benefits such as increased respiratory capacity, improved muscle strength and the strengthening of torso-stabilizing muscles, flexibility, spine mobility, postural alignment, coordination, proprioception, balance and motor control. Given the specific condition of pregnant women and the variations derived from such condition, Pilates may positively contribute to these women's health within their physical and psychological limitations. The aim of the current study is to address the importance of Pilates, clinical guidelines and physical activities practiced in the main pregnancy periods (trimesters) through a bibliographical analysis. Pregnant women are known for the several physiological changes they go through; thus, Pilates can make important contributions to their health, such as the promotion of quality of life and wellbeing to improve their adaptation to each gestational week.