This investigation sought to explore the acceptability of an exercise-based intervention to support cessation of smoking among Māori pregnant women. The researchers held interviews with key stakeholders and conducted focus groups with Māori pregnant women. The participants expressed support overall for the idea of a physical activity programme for pregnant Māori smokers to aid smoking cessation. The analyses revealed an overarching finding across all participant feedback – the critical need for a Kaupapa Māori approach (designed and run by Māori, for Māori people) to ensure successful programme delivery, as this will mean that Māori cultural values are respected and infused throughout all aspects of the programme. Participants raised several practical and environmental barriers to attendance, including cost, the timing of the programme, accessibility, transport, and childcare considerations.