Globally, physical inactivity is the fourth leading risk factor for premature death. Pregnancy is associated with reduced physical activity because of physiological and anatomical changes and socio-cultural barriers. Even though physical activity provides many benefits, such as improved insulin sensitivity and reduced cardiometabolic risk, it is not emphasized among pregnant women in Nigeria. This study described the pattern of physical activity and sedentary behaviours of pregnant women from the Ibadan Pregnancy Cohort Study in Ibadan, Nigeria. The Ibadan Pregnancy Cohort Study (IbPCS) is a prospective cohort study investigating the associations between maternal obesity, lifestyle factors on glycaemia control, gestational weight gain, pregnancy and postpartum outcomes among pregnant women in Ibadan. The Pregnancy Physical Activity Questionnaire (PPAQ) was used to assess physical activity and sedentary behaviour. Sedentary time was estimated from the time spent watching television, sitting at work and the computer. Bivariate and multivariate logistic regression analyses were done to investigate associations at a 5% level of statistical significance. None of the pregnant women met the WHO recommendation of 150mins of moderate-intensity activity per week. The average time spent engaged in moderate-intensity activity was 26.3 ± 22.9 mins. The mean daily sedentary time was 6.5 ± 4.2 hours. High parity para ≥ 4: [AOR 0.57 95% CI: (0.36–0.89) p = 0.014] and being employed [AOR 0.23 95% CI: (0.15–0.33) p <0.001] reduced the odds of having inadequate physical activity. Correlates of sedentary behavior after adjusting for confounders were high parity: para 1–3 AOR 0.73, 95% CI: (0.58–0.91) p = 0.004], tertiary education: AOR 2.39 95% CI: (1.16–4.91) p = 0.018] and earning a higher income: AOR 1.40: 95% CI: (1.11–1.78) p = 0.005]. Pregnant women’s physical activity and sedentary behaviours are emerging public health issues, especially in Nigeria. The level of physical activity was inadequate among pregnant women, while the sedentary time was high. There is a need to implement programmes that promote physical activity and discourage sedentary behaviour among pregnant women in Nigeria.