Walking is the most commonly chosen type of physical activity (PA) during pregnancy and provides several health benefits to both mother and child. National initiatives have promoted the importance of walking in general, but little emphasis is directed toward pregnant women, the majority of whom are insufficiently active. Pregnant women face a variety of dynamic barriers to a physically active lifestyle, some of which are more commonly experienced during specific times throughout the pregnancy experience. Walking is unique in that it appears resistant to a number of these barriers that limit other types of PA participation, and it can be meaningfully integrated into some transportation and occupational activities when leisure-time options are unavailable. Preliminary intervention work suggests that walking programs can be effectively adopted into a typical pregnancy lifestyle. However, a great deal of work remains to administer successful pregnancy walking interventions, including developing and using validated methods of PA and walking assessment. This narrative review discusses the unique advantages of walking during pregnancy, provides recommendations for future intervention work, and outlines the need for pregnancy-focused community walking initiatives. Standard search procedures were followed to determine sources from the literature specific to walking during pregnancy for use in each section of this review.