The physiologic processes of pregnancy and childbirth can determine the future well-being of mothers and children due to the great quantity and quality of modifications that these processes require in all areas of the female body and fetus. Recent evidence has confirmed that modern unhealthy lifestyles negatively affect pregnancy outcomes. Engaging in unhealthy habits during pregnancy increases the risk of chronic disease in both the mother and the fetus. Regarding physical exercise during pregnancy, throughout history, many professionals and scientists have reported the best gestational conditions for the mother, fetus, and newborn. The perspectives and advice have changed over time, including periods of strong conservatism. This history has affected the recommendations for the type and amount of exercise that a healthy woman should perform during pregnancy. The aim of this article is to determine the basic aspects that physical exercise programs during pregnancy should define in the near future. Additionally, from the results of this article, we propose an exercise program model that includes many exercises spanning throughout pregnancy (3 blocks = until 20 weeks, until 30 weeks and until the end of the pregnancy). An exercise session model divided into seven parts and recommendations of operative position to exercise during pregnancy are also provided.