<h3>Objective</h3> Pregnant women are advised to avoid heat stress (eg, excessive exercise and/or heat exposure) due to the risk of teratogenicity associated with maternal hyperthermia; defined as a core temperature (T<sub>core</sub>) ≥39.0°C. However, guidelines are ambiguous in terms of critical combinations of climate and activity to avoid and may therefore unnecessarily discourage physical activity during pregnancy. Thus, the primary aim was to assess T<sub>core</sub> elevations with different characteristics defining exercise and passive heat stress (intensity, mode, ambient conditions, duration) during pregnancy relative to the critical maternal T<sub>core</sub> of ≥39.0°C. <h3>Design</h3> Systematic review with best evidence synthesis. <h3>Data sources</h3> EMBASE, MEDLINE, SCOPUS, CINAHL and Web of Science were searched from inception to 12 July 2017. <h3>Study eligibility criteria</h3> Studies reporting the T<sub>core</sub> response of pregnant women, at any period of gestation, to exercise or passive heat stress, were included. <h3>Results</h3> 12 studies satisfied our inclusion criteria (n=347). No woman exceeded a T<sub>core</sub> of 39.0°C. The highest T<sub>core</sub> was 38.9°C, reported during land-based exercise. The highest mean end-trial T<sub>core</sub> was 38.3°C (95% CI 37.7°C to 38.9°C) for land-based exercise, 37.5°C (95% CI 37.3°C to 37.7°C) for water immersion exercise, 36.9°C (95% CI 36.8°C to 37.0°C) for hot water bathing and 37.6°C (95% CI 37.5°C to 37.7°C) for sauna exposure. <h3>Conclusion</h3> The highest individual core temperature reported was 38.9°C. Immediately after exercise (either land based or water immersion), the highest mean core temperature was 38.3°C; 0.7°C below the proposed teratogenic threshold. Pregnant women can safely engage in: (1) exercise for up to 35 min at 80%–90% of their maximum heart rate in 25°C and 45% relative humidity (RH); (2) water immersion (≤33.4°C) exercise for up to 45 min; and (3) sitting in hot baths (40°C) or hot/dry saunas (70°C; 15% RH) for up to 20 min, irrespective of pregnancy stage, without reaching a core temperature exceeding the teratogenic threshold.