Few population-based data exist that describe leisure-time physical activity among pregnant women. The purpose of this study was to characterise the prevalence of leisure activity and to examine characteristics associated with participation in leisure activity during pregnancy. Using data collected from the year 2000 Behavioral Risk Factor Surveillance System, information on leisure activity was collected during telephone interviews from 1979 pregnant women and 44 657 non-pregnant women 18–44 years of age, representative of the US population. The prevalence of any leisure activity in the past month was 65.6%, 95% confidence interval [95% CI] 62.0, 69.1, among pregnant women and 73.1%[95% CI 72.4, 73.9] among non-pregnant women. The prevalence of recommended activity was also lower among pregnant women than non-pregnant women (15.8% vs. 26.1%). The most common leisure activity for pregnant women was walking, followed by activities such as swimming laps, weight lifting, gardening, and aerobics. Among pregnant women, any leisure activity was significantly higher for those with higher education, younger age, and excellent or very good health than for those with fair or poor health. Pregnant women reported less leisure activity than non-pregnant women of the same age. Studies to understand the enablers and barriers to participating in leisure activity during pregnancy are needed.