The aim of the research was to define the influence of a single physical exercise class on mood states of pregnant women and to establish the socio-demographic and personality predictors of mood changes. The sample was comprised of a total of 109 pregnant women aged 19-37 years. Of the group, 62 women participated in physical exercise for pregnant women (the experimental group) and 47 women participated in traditional childbirth education classes (the control group). Emotional states were assessed with the UWIST Mood Adjective Checklist; personality traits were measured with the NEO-FFI, LOT-R and STAI questionnaires. Socio-demographic data were collected with a survey developed by the authors. A single physical exercise class improved the emotional state of pregnant women significantly more than a traditional childbirth education class. Within the experimental group, a significant improvement of mood was observed in all dimensions, while in the control group only hedonic tone increased. Greater improvements in mood can be expected in a group of women who are younger, less optimistic, and who evaluate their health better but physical fitness worse. As a single session of exercise helps improve the mood of pregnant women, this may be an effective strategy to prevent the deterioration of mood state during pregnancy.