The pelvic floor is a complex network formed by deep and superficial muscle structures, the vaginal wall and fascia that provides support to the pelvic organs and maintains continence. Changes in the urinary and muscular system during pregnancy cause pelvic floor muscle dysfunction and stress urinary incontinence (SUI). By strengthening these muscles, the symptoms of incontinence can be alleviated. The aim of this paper is to prove the effectiveness of pelvic floor muscle strengthening exercises in the prevention and treatment of urinary incontinence in pregnant women through a systematic review of the available literature. Using the keywords "pelvic floor exercises", "urinary incontinence", "pregnancy", "prevention", "prenatal period" and "postnatal period", three independent authors searched database search engines (PubMed, Physiotherapy Evidence Database and Cochrane Library) for relevant articles from October 2021 to April 2022 using the predetermined criteria, and selected potential papers. The search resulted in 75 works. The papers older than five years, not available in full text, or not written in English were excluded. Ten works that met the criteria were included in the research. The selection was made by using the Jovell and Navarro-Rubio classification of study designs. The classified papers have provided evidence of the importance of prenatal exercises in improving pelvic floor muscle contractility. Structured, supervised training increases the strength of these muscles, reduces urinary symptoms and incontinence. The exercises to strengthen the muscles of the pelvic floor prevent incontinence, reduce the intensity of symptoms and improve the quality of life during pregnancy and postpartum. Health experts have a significant contribution in the education of pregnant women. It is a priority to develop standardized educational programs through which these exercises will be effectively applied.