We assessed the prevalence of adherence to the American College of Obstetricians and Gynecologists (ACOG) recommendations regarding physical activity during pregnancy among Sri Lankan women and explored the relationship between physical activity during pregnancy and neonatal birth weight. In total, 141 pregnant women (gestational age, 18-24 weeks) were included from October to December 2015 and followed up until delivery. A validated questionnaire regarding physical activity during pregnancy was administered in the second and third trimesters. Activities were grouped by type (household/caregiving, occupational, transportation, sports/exercise, and inactivity) and intensity {sedentary [<1.5 metabolic equivalents (METs)], light intensity [1.5-2.9 METs], moderate intensity [3.0-6.0 METs], and vigorous intensity [>6.0 METs]}. Women were categorised as active or inactive based on the ACOG recommendations. In total, 79.1% and 45.2% of women met the guidelines in the second and third trimesters, respectively. The overall time spent and total energy expenditure was significantly higher in the second trimester (p < 0.001). We found no relationship between physical activity during pregnancy and neonatal birth weight. This study indicates that a considerable reduction of time and total energy expenditure occur as pregnancy progresses. Physical activity during pregnancy does not appear to significantly affect neonatal birth weight.