This study examines (a) the influence of exercise, lifestyle behavior components (sedentary time, physical activity, and sleep and dietary patterns), and physical fitness on maternal weight gain, postpartum weight retention, and excessive gestational weight gain and (b) whether exercise protects against the adverse effects of impaired metabolism and nonoptimal body composition related to excessive gestational weight gain. Subjects were assigned to either a supervised concurrent (aerobic + resistance) exercise program followed 3 days/week (n = 47) or a control group (n = 54). Sedentary time, physical activity, sleep and dietary patterns (assessed by accelerometry and questionnaires), muscle strength (handgrip test), and cardiorespiratory fitness (Bruce test) were determined at gestational Weeks 16 and 33 (early-middle and late pregnancy, respectively), and at 6 weeks postpartum. Weight gain and weight retention were calculated using recorded weights at prepregnancy, early-middle, and late pregnancy, and at 6 weeks postpartum. Birth complications, maternal postpartum body composition, cardiometabolic, and inflammatory markers in maternal and umbilical cord arterial and venous blood, and in colostrum, and mature milk were also recorded. The exercise intervention reduced late weight gain (B = −2.7, SE = 0.83, p = .003) and weight retention (B = −2.85, SE = 1.3, p = .03), independent of any lifestyle behavior component or physical fitness, but did not prevent excessive weight gain. Increasing cardiorespiratory fitness, muscle strength, and sleep duration were associated with a smaller mean weight gain and lower excessive weight gain values (p p