Why You Should Exercise During Pregnancy If you are feeling that you are too tired to exercise, I would go through your daily routine. Are you getting enough rest at other times of the day? Are you sleeping well? Is there problems with perhaps other children in the family that are keeping you up or are you stressed out? If we can go through that and try to carve out just a few minutes each day, that would be to your benefit. The benefit of exercise is you could increase your aerobic capacity and your strength. Strength is important for that especially third trimester where you are carrying 20, 30, 40 extra pounds and perhaps you won’t be as tired by the end of the day.