This detailed review re-confirms the strong link between exercise, obesity and reduced risk of gestational diabetes. Women who were the most active before and during pregnancy, had the lowest prevalence of gestational diabetes. One cited study reported a 48% reduction in diabetes risk in women who were the most active of the study group within the first 20 weeks of pregnancy. The overall risk of diabetes was reduced by 60% in women who were physically active during pregnancy as well as 1 year before they became pregnant, although in other studies, the effect was less pronounced.
[M. Mottola: The Role of Exercise in the Prevention and Treatment of Gestational Diabetes Mellitus in: Current Sports Medicine Reports (2007) vol. 6, pp.381-386.]