Pre-eclampsia (PE), a characteristic hypertensive disorder of human pregnancy and a leading cause of maternal and fetal mortality and morbidity worldwide, shares some similarities with atherosclerosis, namely the involvement of oxidative stress and of endothelial dysfunction in their pathophysiologies, the presence of similar typical lesions and of common risk factors. Although it is widely accepted that regular physical exercise protects against cardiovascular events, few studies have addressed the impact of physical activity in reducing PE risk. In this paper, similarities between atherosclerosis and PE, involving pathogenic mechanisms, are described. This paper also reviews the studies performed until now that evaluated the impact of regular physical exercise (prenataly or during pregnancy) in reducing risk of PE. The potential mechanisms underlying physical activity as a prophylactic approach of PE, as observed with cardiovascular diseases, are discussed.