They think this is because mothers who exercise while pregnant, programme a baby's arteries that can resist heart problems in the future, the Daily Mail reported Friday.
The study suggests that exercising in pregnancy has positive effects that could continue into adulthood.
Previous studies suggested that women can improve their babies' health by exercising during pregnancy.
The study involved pregnant swine who were treadmill exercised for 20-45 minutes for five days a week, the time recommended to a pregnant woman in the US and Europe.
The research was done on pigs as they have human-like responses to physical activity and can be trained to complete exercise regimens.
At the same time, by doing the trail on pigs, researchers avoid ethical constraints of long-term studies in humans.
"Our study was the first to demonstrate that maternal exercise during pregnancy significantly impacts vascular function in adult offspring," Sean Newcomer of California State University San Marcos and Thomas Bahls of Universitätsmedizin Greifswald, Germany, said.
"We are only starting to understand how exercise during gestation influences offspring adult health and disease. Results like ours may help to create guidelines enabling women to make the best decisions for them and their children by providing evidence based health choices," they added.