Jogging, ball games and racket sports or more than seven hours of exercise a week all increased the risk, according to the study, published in The International Journal of Obstetrics and Gynaecology.
The researchers also found that the risk became almost zero entirely after the 18th week of pregnancy and the government advice to expectant mothers is to continue mild moderate exercise throughout pregnancy.
Researchers from University of Southern Denmark analyzed 92,671 pregnant women and then linked the answers to the outcome of their pregnancies.
"The results of this study suggest that leisure time exercise during pregnancy, and particularly high-impact exercise, is associated with an increased risk of miscarriage in the early stage of pregnancy," the researchers noted.
The study also ruled out the possibility of miscarriage for women who swam during any phase of pregnancy.
The study, cited by the British magazine New Scientist, also added that women who were inactive before pregnancy should not start on a new strenuous fitness regime, but should aim for a little moderate exercise every day.
