OBJECTIVE: To evaluate the association between maternal physical activity and infant's birth weight or risk of inappropriate weight for gestational age (GA), and whether this association differs by infant's sex, maternal body mass index (BMI) or pregnancy complications in a prospective cohort study. METHODS: 1913 pregnant women from the 3D Birth Cohort (Québec, Canada) completed the Pregnancy Physical Activity Questionnaire at each trimester. Energy expenditure (metabolic equivalent of task (MET)*hours/week) for total activity, sports and exercise and vigorous intensity activities was calculated. The associations with birth weight and risk of inappropriate weight for GA were evaluated by regression modelling. Interactions were tested with infant's sex, maternal prepregnancy BMI, gestational diabetes, hypertensive disorders and prematurity. RESULTS: Each 1 MET/hours/week increase in sports and exercise in the first trimester was associated with a 2.5 g reduction in infant's birth weight (95% CI -4.8 to -0.3) but was not associated with the risk of small weight for GA. In contrast, although not significant, a 17% reduction in the risk of large weight for GA was observed with increasing sports and exercise. Furthermore, in women with subsequent pre-eclampsia (but not normotensive or hypertensive women), each 1 MET/hours/week increment spent in any vigorous exercise in the first trimester reduced the infant's birth weight by 19.8 g (95% CI -35.2 to -4.3). CONCLUSIONS: Pregnant women with higher sports and exercise levels in the first trimester delivered infants with a lower birth weight. The risk of reducing infant's birth weight with vigorous exercise in women who develop pre-eclampsia later in pregnancy requires evaluation.