Women suffering from low back pain (LBP) and/or pelvic girdle pain (PGP) may be advised not to participate in physical exercises. Although LBP and PGP share similar and overlapping features, there is growing evidence that PGP comprises a distinct subgroup with a unique clinical presentation and needs specific management. There is a moderate level of evidence that PGP is related to a change in the pelvic mechanism and/or motor control. Appropriate information to reduce fear and anxiety and specific exercises are recommended. Evidence of moderate quality suggests that exercise or acupuncture during pregnancy significantly reduced LBP/PGP more than usual care alone. Even though group exercises during pregnancy do not seem to influence the prevalence of LBP/PGP, women who exercised handled their pain better. Exercises should focus coordination of the local and overall muscle system, especially addressing the dynamic control of a neutral position of the lumbopelvis, subsequently increase strength and endurance to manage the physical demands facing each individual. Additional essential points to be addressed are: restriction of the sacroiliac joint, posture, breathing, and some cognitive behavioural aspects. As there is strong evidence that stabilization exercises are not more effective than any other form of active exercise, therapeutic exercises should focus less on specific stabilizing muscles and more on behaviour and optimal dynamic control of movements. Women should be encouraged to be physically active and health care providers should help them to find exercises or physical activity optimal for each individual in her own environment.