BACKGROUND: Pregnant women with depression and/or anxiety prior to pregnancy are at higher risk of preterm birth, breastfeeding problems, postpartum depression, and disruption of the mother-infant attachment. It is well documented that exercise improves psychological well-being in nonpregnant subjects with symptoms of depression. However, in only a few small studies have researchers examined the effect of exercise on symptoms of depression among pregnant women. We hypothesize that physiotherapist-supervised group exercise for pregnant women at risk of antenatal depression increases their psychological well-being. This paper describes the study protocol of a randomized controlled trial (RCT) on a supervised group exercise intervention for pregnant women with a current or previous history of depression and/or anxiety.METHODS/DESIGN: The RCT is being carried out at the Department of Obstetrics, Rigshospitalet, Copenhagen University Hospital, in the period 2016-2019. The inclusion criteria are pregnant women =18 years of age with depression and/or anxiety requiring treatment by a psychiatrist or a psychologist within the last 10 years and/or intake of antidepressants in the 3 months prior to conception and/or during pregnancy. The women must have appropriate Danish language skills, be pregnant with a single fetus, give written informed consent, and be at 17-22 gestational weeks when the intervention begins. The primary outcome is psychological well-being (the five-item World Health Organization Well-being Index). Secondary outcomes are symptoms of depression (Edinburgh Postnatal Depression Scale), functional ability (General Health Questionnaire), clinical symptoms of anxiety (State-Trait Anxiety Inventory), sleep quality and sleep disturbances (Pittsburgh Sleep Quality Index), and pregnancy and delivery outcomes. The intervention is supervised group exercise twice weekly for 12 weeks. The control group will receive standard antenatal care. On the basis of sample size calculation, a total of 300 women will be randomly assigned to either the intervention or the control group in a ratio of 1:1.DISCUSSION: The trial is expected to contribute to the body of knowledge used in planning antenatal care for pregnant women at risk of depression.TRIAL REGISTRATION: ClinicalTrials.gov, NCT02833519 . Registered on 19 May 2016.