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Abstract Background Physical activity (PA) at moderate intensity is recommended for healthy pregnant women. The three-arm FitMum randomised controlled trial showed that it was possible to increase PA level during pregnancy with structured supervised exercise training (EXE) compared to standard care. Motivational counselling on PA (MOT) did not increase PA. This process evaluation aims to understand the implementation and mechanisms of impact of EXE and MOT. Methods A mixed methods process evaluation was conducted using the UK Medical Research Council’s process evaluation framework by assessing implementation (reach, fidelity, and dose) and mechanisms of impact of the two interventions provided to pregnant women in FitMum. Data was collected both quantitatively (n = 220) and qualitatively (n = 20). Results The FitMum trial reached educated pregnant women (80% having an educational level ≥ bachelor’s degree) with high autonomy of everyday life. Most participants (58%) were recruited at their first-trimester ultrasonic scan. Reasons to participate were personal (91%) and altruistic (56%). The intervention dose was delivered as intended with high fidelity in the original physical intervention setup and in the altered online setup during the COVID-19 restrictions. A low dose received in EXE (1.3 [95% CI, 1.1; 1.5] sessions/week) was partly explained by the pre-scheduled EXE sessions favouring participants with a flexible everyday life and a supportive social network. Dose received in EXE increased during online intervention delivery. Participants in MOT received 5.2 [4.7; 5.7] of 7 sessions. Mechanisms of impact comprised a perception of intervention commitment among participants in EXE due to the scheduled EXE sessions, whereas participants in MOT considered themselves as PA self-determined. PA was considered as constrained activities in EXE and included in daily activities in MOT. Conclusion The FitMum interventions was delivered with high fidelity. During COVID-19, the dose received in EXE increased compared to the previous physical setup. Mechanisms of impact as commitment, perception of empowerment and perception of PA as well as the paradox between prioritising PA and family and the need of a flexible everyday life need to be considered when offering pregnant women PA interventions. Future interventions should consider a combination of physical and online exercise training for pregnant women.