Introduction Gestational hypertension is a prevalent condition, occurring in 10% of pregnancies. Physical exercise has a valuable effect on lowering blood pressure. Device-guided breathing is a beneficial strategy for treating high blood pressure. The purpose of this study was to compare aerobic exercise vs. device-guided breathing in gestational hypertension. Methods The study included 90 singleton pregnant women (at the 21st week of gestation) diagnosed with gestational hypertension. They were randomly divided into 3 groups. The aerobic exercise group (n = 30) received aerobic exercise until the 36th week of gestation. The device-guided breathing group (n = 30) received device-guided breathing until the 36th week of gestation. The third group was a control group. All groups received the same antihypertensive medications. They were assessed before and after treatment with a mercury column sphygmomanometer to measure systolic and diastolic blood pressure. Results All groups showed a significant reduction in their systolic and diastolic blood pressure values after the end of the training program. However, the comparison with the corresponding values measured before treatment revealed that the participants in the device-guided breathing group exhibited a greater reduction in the systolic and diastolic blood pressure values than those in the aerobic exercise and control groups. Conclusions Device-guided breathing is more effective than aerobic exercise in decreasing systolic and diastolic blood pressure in gestational hypertensive women.