Background. Pharmacotherapies for smoking cessation have not been adequately tested in pregnancy and women are reluctant to use them. Behavioural support alone has a modest effect on cessation rates; therefore, more effective interventions are needed. Even moderate intensity physical activity (e.g. brisk walk) reduces urges to smoke and there is some evidence it increases cessation rates in non-pregnant smokers. Two pilot studies assessed i) the feasibility of recruiting pregnant women to a trial of physical activity for smoking cessation, ii) adherence to physical activity and iii) womens' perceptions of the intervention. Methods. Pregnant smokers volunteered for an intervention combining smoking cessation support, physical activity counselling and supervised exercise (e.g. treadmill walking). The first study provided six weekly treatment sessions. The second study provided 15 sessions over eight weeks. Physical activity levels and continuous smoking abstinence (verified by expired carbon monoxide) were monitored up to eight months gestation. Results. Overall, 11.6% (32/277) of women recorded as smokers at their first antenatal booking visit were recruited. At eight months gestation 25% (8/32) of the women achieved continuous smoking abstinence. Abstinent women attended at least 85% of treatment sessions and 75% (6/8) achieved the target level of 110 minutes/week of physical activity at end-of-treatment. Increased physical activity was maintained at eight months gestation only in the second study. Women reported that the intervention helped weight management, reduced cigarette cravings and increased confidence for quitting. Conclusion. It is feasible to recruit pregnant smokers to a trial of physical activity for smoking cessation and this is likely to be popular. A large randomised controlled trial is needed to examine the efficacy of this intervention.