Ultimately, it's important not to focus too heavily on one lifestyle factor that's just one piece of the puzzle, like exercise, Dr. Klein says, when trying to get pregnant. "We have to be realistic about the scope of impact that changes in your lifestyle can make [on your fertility]," he says. And when you're trying so many things to get pregnant, you can never truly say what "worked" or what "didn't work" for you. That said, anything you do to optimise your health is going to be something that's at least somewhat supportive of pregnancy — and exercise just happens to be on that list.