The aims of the present study were to assess the volume of physical activity (PA) throughout pregnancy in normal-weight vs overweight/obese women, and to investigate which factors may predict compliance to PA recommendations in these women throughout gestation. In 236 pregnant women, 177 normal-weight and 59 overweight/obese (median[IQR] BMI 21.2[19.9–22.8] vs 26.5[25.5–29.0] kg/m2, respectively), medical history, anthropometry and clinical data, including glucose tolerance, were recorded. In addition, pre-pregnancy PA was estimated by the Kaiser questionnaire, while total, walking and fitness/sport PA during pregnancy were assessed by the Physical Activity Scale for the Elderly (PASE) modified questionnaire, at 14–16, 24–28 and 30–32 weeks of gestation. PA volume was very low in the first trimester of pregnancy in both groups of women. However, it increased in the second and third trimester in normal-weight, but not in overweight/obese subjects. Higher pre-pregnancy PA was a statistically significant predictor of being physically active (>150 minutes of PA per week) during all trimesters of gestation. In conclusion, physical activity volume is low in pregnant women, especially in overweight/obese subjects. PA volume increases during pregnancy only in normal-weight women. Pre-pregnancy PA is an independent predictor of achieving a PA volume of at least 150 min per week during pregnancy.