Currently, the number of pregnant women at high risk for gestational diabetes mellitus (GDM) and using assisted reproductive technology (ART) is increasing. The present study aims to explore the relationship between ART and physical activity in Chinese pregnant women at high risk for GDM in early pregnancy. A cross‐sectional study was conducted in a regional teaching hospital in Guangzhou, China, between July 2022 and March 2023. Three hundred fifty‐five pregnant women at high risk for GDM in early pregnancy completed the Chinese version of the Pregnant Physical Activity Questionnaire (PPAQ), the Pregnancy Physical Activity Knowledge Scale, the Pregnancy Physical Activity Self‐Efficacy Scale, the Pregnancy Physical Activity Social Support Scale, and a sociodemographic and obstetric characteristics data sheet. Compared to women who conceived naturally, women who used ART were more likely to be 35 years or older, unemployed, primigravidae, and to have intentionally planned their pregnancies. Women who used ART had significantly lower levels of physical activity and self‐efficacy compared to their counterparts who conceived naturally. Over half (55.6%) of women who used ART reported being physically inactive, and those with lower self‐efficacy, as well as the unemployed, were significantly more likely to be inactive. Physical inactivity is a critical clinical issue among women who use ART, especially in the context of GDM risk. Future research should develop and test physical activity programs, including enhancing physical activity self‐efficacy for women who use ART. Patient or public contribution: In this study, survey questionnaires were completed by participants among Chinese pregnant women at high risk for GDM in early pregnancy.