We compared physical activity (PA) levels between pregnant women who conceived naturally (NC) or after fertility treatments (FT) and determined factors predicting prenatal moderate-to-vigorous intensity physical activity (MVPA).The study was conducted in Trois-Rivières (Canada) between October 2015 and July 2018. MVPA and anxiety levels were assessed at each trimester of pregnancy (TR1, TR2 and TR3) using an accelerometer and the State-Trait Anxiety Inventory, respectively. Sociodemographic and reproductive history data were self-reported or collected from medical files. Repeated measures analysis of variance and regression analyses were conducted.Ninety-six women were included in the analyses (58 NC and 38 FT). MVPA levels and daily step counts decreased significantly throughout pregnancy (time effect: F = 28.68, p < 0.0001 and F = 39.18, p < 0.0001, respectively), but NC and FT women presented similar MVPA and daily step counts (no group effect). The decline in PA practice throughout pregnancy was similar in both groups (no interaction effect). At TR1, State (β = −0.272, p = 0.012) and Trait (β = −0.349, p = 0.001) anxiety and past PA (β = 0.483, p < 0.0001) were correlated with MVPA. Past MVPA was also correlated with MVPA at TR2 (β = 0.595, p < 0.0001) and TR3 (β = 0.654, p < 0.0001). Past PA was the strongest predictors of MVPA levels at TR1, TR2, and TR3, predicting 17% (p = 0.0002), 34% (p < 0.0001) and 42% (p < 0.0001), respectively. Overall, our findings suggest that MVPA practice throughout pregnancy is built on past PA practice. Therefore, to be effective at promoting PA throughout pregnancy, obstetric health care providers and fitness professionals should reinforce the importance of being active as early as possible during pregnancy.