The Avon Longitudinal Study of Parents and Children (ALSPAC) is an observational study of 14,273 UK pregnant singleton mothers in 1990/1991. We examined outcomes of self report of strenuous activity (hours per week) at 18 and 32 weeks of gestation, hours spent in leisure-time physical activities and types, and pre-pregnancy body mass index (BMI); overweight status was defined as pre-pregnancy BMI≥25 and obesity BMI≥30. Pet ownership and activity data were reported for 11,466 mothers. Twenty-five percent of mothers owned at least one dog. There was a positive relationship between participation in activity at least once a week and dog ownership (at 18 weeks, Odds ratio 1.27, 95% confidence interval 1.11-1.44, P<0.001). Dog owners were 50% more likely to achieve the recommended 3 hours activity per week, equivalent to 30 minutes per day, most days of the week (1.53, 1.35-1.72, P<0.001). Dog owners were also more likely to participate in brisk walking activity than those who did not have a dog (compared to no brisk walking 2-6 hrs per week 1.43, 1.23 to 1.67, P<0.001; 7+ hrs per week 1.80, 1.43 to 2.27, P<0.001). However, no association was found with any other types of activities and there was no association between dog ownership and weight status. During the time period studied, pregnant women who had dogs were more active, through walking, than those who did not own dogs. As walking is a low-risk exercise, participation of pregnant women in dog walking activities may be a useful context to investigate as part of a broader strategy to improve activity levels in pregnant women.