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Background: Adhering to nutrition and exercise recommendations simultaneously during pregnancy may be challenging. The purpose was to examine adherence to the sequential introduction of nutrition and exercise behaviors during pregnancy in comparison with a simultaneous approach. Method: A randomized controlled trial including nutrition and exercise was executed. Using a stratified body mass index (BMI) randomization, participants (n = 88) were allocated to one of three groups at 12–18 weeks gestation. Group A received nutrition and exercise simultaneously. Group B received nutrition first and Group C received exercise first, and the second behavior was added at 25 weeks gestation for both groups. The program included weekly weighing, supervised walking sessions, and/or nutrition counseling. Adherence (primary outcome) was measured by scoring women on meeting the intervention goals (3 nutrition and 3 exercise goals) and converted to a percentage. Secondary health outcomes were gestational weight gain (GWG) and excessive GWG on the program, birthweight, macrosomia (birthweight > 4000 g), and low birthweight (birthweight < 2500 g). Results: Group C (n = 23) had the highest adherence to the program (80.2 ± 14.7%) compared with Groups A (n = 17; 60.9 ± 17.9%) and B (n = 20; 66.8 ± 16.7%; p < 0.05, ηp2 = 0.26). There was a significant effect for gestational weight gain (p < 0.05; ηp2 = 0.10) as Group C gained less weight (7.7 ± 2.2 kg) over Group B (9.8 ± 2.8 kg; p = 0.04), however, not Group A (9.1 ± 3.5, p = 0.35). Non-significant small effects favored Group C for the prevention of EGWG (Cramer's V = 0.13). Conclusion: Introducing exercise first followed by nutrition at 25 weeks gestation can improve adherence to multiple behavior change programs and thus have a positive effect on health outcomes. Trial Registration: ClinicalTrials.gov Identifier: NCT02804061 [ABSTRACT FROM AUTHOR]