We used 2012-2015 data from the Colorado Pregnancy Risk Assessment Monitoring System to describe changes in self-reported physical activity (PA) before and during pregnancy and used logistic regression to examine factors associated with regular PA. The prevalence of regular PA (ie, 30 or more minutes per day on 5 or more days per week) was 19.1% before pregnancy and decreased to 10.2% during pregnancy. At both times, adjusted odds of regular PA were lower among women who were overweight or had obesity before pregnancy than among those with normal weight. Findings suggest that most women with a recent live birth in Colorado, particularly those who are overweight or have obesity, are not obtaining many health benefits of PA either before or during pregnancy.