Aims and objectives: To examine how changes in physical activity, sitting time and sleep duration through pre-, mid- and late pregnancy are in association with Caesarean section, medically indicated Caesarean section and small for gestational age. Background: While circadian activities could change throughout pregnancy, studies exploring the effect of change in those activities on pregnancy outcomes remain limited. Design: This study applied a prospective panel design. Methods: A self-reported questionnaire was used to assess the three activities before and during pregnancy and was administered three times from August 2015–July 2017. Multiple logistic regression models were used. The analysis included 488, 477 and 455 participants in the models for Caesarean section, medically indicated Caesarean section and small for gestational age, respectively. This study followed the STROBE guidelines. Results: The mean age of participants was 32.18 years, and more than half (54.90%) were primiparous. Sleep duration of >8 hr/day before pregnancy and experiencing a decrease in mid-pregnancy was a risk factor for Caesarean section and medically indicated Caesarean section. Sitting ≥8 hr/weekday in pre-, mid- and late pregnancy had a protective effect for Caesarean section and medically indicated Caesarean section. Sitting <8 hr in mid-pregnancy and experiencing a decrease in late pregnancy was a risk factor for small-for-gestational-age infants. Physical activity was not significantly related to pregnancy outcomes. Conclusion: Sleep duration of 7–8 hr and sitting time of more than 8 hr/day seem beneficial for women both before and during pregnancy. Relevance to clinical practice: Health professionals could assess pregnant women or those intending to become pregnant regarding their sleep and sitting behaviour and provide relevant interventions.