During pregnancy, women undergo biopsychosocial changes that can be accompanied by musculoskeletal complaints. Pilates is a type of body and mind exercise that may be an option to preventing these complaints. However, there is still no evidence on its effects in preventing of musculoskeletal complaints in pregnant women. To evaluate the feasibility of Pilates in preventing of musculoskeletal complaints throughout the entire gestational period in pregnant women. Secondary objectives will be to identify the occurrence of musculoskeletal complaints and the number of days from randomization at which these complaints occur, evaluating the type of delivery at birth, and comparing costs related to the gestational period in in woman with routine risk pregnancies and musculoskeletal complaints. In this randomized controlled pilot study with economic evaluation, 20 pregnant women at routine risk in the 12th gestational week will be randomly allocated into two groups: usual care group, which will receive an educational booklet with information about on routine pregnancy care, and Pilates group, which will receive the same educational booklet and will participate in a specific Pilates exercise program for pregnancy, twice a week, throughout the gestational period. The primary outcomes will be acceptability, suitability, feasibility and fidelity. Secondary outcomes will be the occurrence of a musculoskeletal complaints and the number of days from randomization at which these complaints occur, type of delivery, costs of maternal and fetal healthcare, costs for the pregnant woman and family, and costs of productivity loss at work (presenteeism and absenteeism). Assessments will be conducted at the 12th, 24th and 36th weeks of gestation, and seven to 15 days after delivery, using questionnaires specially developed for this study. It is expected that the Pilates exercise program will be feasible for pregnant women, from early to late stages of pregnancy, and that it will have positive effects on the evaluated clinical outcomes. Additionally, the economic evaluation will allow for identification of the economic impact that pregnancy, with or without musculoskeletal complaints, has on both the pregnant woman and the health system. This study will assess the feasibility of a Pilates exercise program throughout the entire gestational period, as well as measure of clinical and economic outcomes for conducting a randomized controlled trial with economic evaluation. The results of this pilot study will indicate whether it is feasible to conduct a randomized controlled trial for the prevention of musculoskeletal complaints in pregnant women, focusing on important clinical outcomes for this population.