Background: Numerous attempts have been made to improve women's physical activity participation during pregnancy, but activity levels remain low. Aim: To examine systematically the associations of physical activity participation during pregnancy with non-modifiable correlates (not subject to change) and modifiable theoretical correlates of physical activity. Methods: This systematic review followed PRISMA (preferred reporting items for systematic review and meta-analysis) guidelines. It includes cross-sectional and longitudinal studies that assessed non-modifiable correlates and modifiable theoretical correlates of physical activity. Five electronic databases were searched for studies published in the English language between 2010 and 2017. An author-developed data collection tool was used to examine selected variables; effect sizes were determined; and study bias was assessed. Results: Ten studies were included in the final review. Overall, effect sizes for non-modifiable correlates of physical activity were small to moderate, except for mental health (d = 1.35) and prior physical activity (d = 0.63). By contrast, modifiable theoretical correlates of physical activity (e.g., self-efficacy [d = 0.96-1.42] & intention to be physically active [d = 1.62]) had moderate to large effects in the expected direction with physical activity during pregnancy. Discussion: The findings underscore the importance of developing physical activity interventions for pregnant women that are guided by modifiable theoretical correlates, taking into consideration non-modifiable correlates of physical activity. Linking evidence to action: Clinicians should help pregnant women to increase self-confidence in their ability to be physically active and provide anticipatory guidance to overcome barriers to physical activity.