For the study, the lifestyles of 87 women undergoing IVF were compared in the year leading up to their treatment.
The researchers gave the women a score depending on how much physical activity they did each day.
This did not necessarily have to be exercise but could include dusting, vacuuming, pushing the buggy or gardening.
Lead researcher Dr Kathryn Calhoun, of the University of North Carolina at Chapel Hill, said exercise prevents the body from producing too much insulin, which is thought to be harmful to the development of eggs.
"Exercise is really beneficial for maintaining insulin sensitivity, so it seems to protect against this problem. This study supports the message of maintaining an active lifestyle way before getting pregnant," the paper quoted her as saying.
The findings will be presented this week to the American Society for Reproductive Medicine's annual conference in San Diego, California.
Source: ANI