Background: Delivering a child is a very stressful experience for women. Pregnancy and labor entail complex events that are unique to each individual female. The management of labor pain is often done using analgesics and anesthesia, which have been shown to have some side effects. More comprehensive data are needed to provide clinically significant evidence for clinicians to confidently prescribe exercises to patients. This study was done to evaluate the effect of antenatal exercises, including yoga, on the course of labor, delivery, and pregnancy outcomes. Methods: A retrospective study was conducted among 200 primiparous subjects (aged 20–40). A questionnaire was provided to the subjects to obtain their demographic and obstetrical information 6 weeks after delivery, and their hospital records were also assessed for further details. Based on the nature and details obtained for the antenatal exercises, subjects were divided into two groups: control and exercise. Outcome measures included the need for labor induction, self-perceived pain and perceived exertion during labor, duration and nature of the delivery, newborn infant weight, maternal weight gain, history of back pain, and post-partum recovery. The total maternal weight gain (in kilograms) was calculated from weight at 6 weeks after delivery minus the weight at 12–14 weeks of gestation. Back pain during pregnancy and self-perceived labor pain were measured using a visual analog scale (VAS). The overall perceived exertion during labor was measured using an adapted Borg scale for perceived effort. Results: The subjects who followed regular antenatal exercises, including yoga, had significantly lower rates of cesarean section, lower weight gain, higher newborn infant weight, lower pain and overall discomfort during labor, lower back pain throughout pregnancy, and earlier post-partum recovery compared to those who did no specific exercises or only walked during pregnancy. Conclusions: This retrospective study showed that regular antenatal exercises, including yoga, result in better outcomes related to the course of labor, delivery, and pregnancy. These results notably indicated that pregnant women should be active throughout pregnancy and follow a supervised exercise program that includes yoga unless contraindicated. We require further large-scale prospective studies and quasi-experimental trials to confirm the observed findings.