The transversus abdominis (TrA) is a core muscle that contributes to functional mobility and lumbar stability. This study aimed to compare the changes in TrA thickness during different Pilates exercises, and to identify the exercise that elicited the greatest TrA activation. Forty-four healthy women were divided into two groups: young (25–35 years old) and middle-aged (36–55 years old). TrA thickness was assessed by ultrasound while the participants performed five Pilates exercises: basic position, hundred, hip roll, side plank, and dead bug. A repeated measures analysis of variance revealed that the dead bug exercise induced a significantly higher increase in TrA thickness (relative to rest) than the other exercises (p < 0.05). The young group also showed a significantly higher overall TrA thickness than the middle-aged group (p < 0.05). The findings suggest that the dead bug exercise is the most effective for enhancing TrA activation among the Pilates exercises tested. The basic position and the hundred exercises can be used as warm-up exercises before performing more challenging exercises such as the hip roll, the side plank, and the dead bug. The sequence of exercises can be similar for both young and middle-aged women.