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Objectives This study aimed to investigate the trajectory patterns and influencing factors of sleep quality and verify the bidirectional association between physical activity and sleep quality during pregnancy.Design This was a prospective longitudinal study.Setting The study was conducted at the obstetric clinic in a tertiary maternity hospital in Zhejiang Province, mainland China.Participants A total of 645 pregnant women were selected through simple random sampling and completed follow-up assessments during the first, second and third trimesters of pregnancy from January to December 2024.Outcome measures The desired data were collected using the Pittsburgh Sleep Quality Index and the International Physical Activity Questionnaire Short Form. Latent class growth analysis was applied to identify sleep quality trajectories, multiple logistic regression was used to determine the influencing factors, and cross-lagged panel analysis was used to explore the bidirectional association between sleep quality and physical activity.Results Three distinct sleep quality trajectories were identified: the constantly poor sleep quality group (21.40%), the constantly decreasing sleep quality group (50.70%) and the constantly good sleep quality group (27.90%). Multiple logistic regression analyses indicated that being underweight (OR=3.013, 95% CI: 1.308 to 6.942) and having insufficient physical activity levels during the first (OR=3.346, 95% CI: 2.009 to 5.573) and second phases (OR=37.515, 95% CI: 20.215 to 69.620) were associated with an increased risk of exhibiting a consistently declining pattern. Being underweight (OR=2.679, 95% CI: 1.041 to 6.893), passive smoking (OR=11.433, 95% CI: 2.220 to 58.883) and having insufficient physical activity levels during the first (OR=12.624, 95% CI: 6.285 to 25.356) and second phases (OR=23.773, 95% CI: 11.745 to 48.118) were associated with an increased risk of exhibiting a consistently poor pattern. Additionally, results from the cross-lagged panel analysis revealed a bidirectional association between sleep quality and physical activity.Conclusions This study demonstrates heterogeneity in changes in sleep quality among pregnant women. Interventions aimed at promoting maternal and infant health during pregnancy should consider both sleep quality and physical activity. Earlier interventions are associated with better outcomes.Trial registration number ChiCTR2300078952.