Both disturbed sleep and lack of exercise can disrupt metabolism in pregnancy. Accelerometery was used to objectively assess movement during waking (physical activity) and movement during sleeping (sleep disturbance) periods and evaluated relationships with continuous blood glucose variation during pregnancy. Data was analysed prospectively. 15-women without pre-existing diabetes mellitus wore continuous glucose monitors and triaxial accelerometers from February through June 2018 in Sweden. The relationships between physical activity and sleep disturbance with blood glucose rate of change were assessed. An interaction term was fitted to determine difference in the relationship between movement and glucose variation, conditional on waking/sleeping. Total movement was inversely related to glucose rate of change (p < 0.001, 95% CI (− 0.037, − 0.026)). Stratified analyses showed total physical activity was inversely related to glucose rate of change (p < 0.001, 95% CI (− 0.040, − 0.028)), whereas sleep disturbance was not related to glucose rate of change (p = 0.07, 95% CI (< − 0.001, 0.013)). The interaction term was positively related to glucose rate of change (p < 0.001, 95% CI (0.029, 0.047)). This study provides temporal evidence of a relationship between total movement and glycemic control in pregnancy, which is conditional on time of day. Movement is beneficially related with glycemic control while awake, but not during sleep.