The goal of this review is to examine practical considerations when conducting cardiopulmonary exercise testing during pregnancy. In a clinical and research setting, cardiopulmonary exercise testing during pregnancy is valuable in identifying underlying cardiopulmonary conditions, stratifying the risk of adverse pregnancy outcomes, as well as establishing exercise tolerance/limitations. This review encompasses information regarding the unique physiological adaptations that occur throughout gestation (e.g., changes in resting heart rate, blood pressure, glucose, etc.) and how these adaptations impact the interpretation of physiological measurements. There are also key concerns that are unique to pregnant populations that should be considered when participating in exercise (i.e., fetus, ventilation, thermoregulation, urinary incontinence, low back pain, and pelvic girdle pain). This step‐by‐step review of cardiopulmonary exercise testing outlines pregnancy related adjustments to standardized methods (i.e., screening/documentation, pre‐ and post‐test measurements, protocol specifics, modality selection, and fetal monitoring) which should be considered for the safety of both the participant and fetus. Currently, pregnancy specific exercise testing guidelines are lacking. Therefore, we will be discussing the limitations of current recommendations such as a safe cut off for resting heart rate and pregnancy specific test termination criteria.