Urinary incontinence (UI) is a common condition in women causing reduced quality of life and withdrawal from fitness and exercise activities. Pregnancy and childbirth are established risk factors. Current guidelines for exercise during pregnancy have no or limited focus on the evidence for the effect of pelvic floor muscle training (PFMT) in the prevention and treatment of UI. Systematic review to address the effect of PFMT during pregnancy and after delivery in the prevention and treatment of UI. PubMed, CENTRAL, Cochrane Library, EMBASE and PEDro databases and hand search of available reference lists and conference abstracts (June 2012). Randomised controlled trials (RCTs) and quasiexperimental trials published in the English language. Primiparous or multiparous pregnant or postpartum women. PFMT with or without biofeedback, vaginal cones or electrical stimulation. Both authors independently reviewed, grouped and qualitatively synthesised the trials. 22 randomised or quasiexperimental trials were found. There is a very large heterogeneity in the populations studied, inclusion and exclusion criteria, outcome measures and content of PFMT interventions. Based on the studies with relevant sample size, high adherence to a strength-training protocol and close follow-up, we found that PFMT during pregnancy and after delivery can prevent and treat UI. A supervised training protocol following strength-training principles, emphasising close to maximum contractions and lasting at least 8 weeks is recommended. PFMT is effective when supervised training is conducted. Further high-quality RCTs are needed especially after delivery. Given the prevalence of female UI and its impact on exercise participation, PFMT should be incorporated as a routine part of women's exercise programmes in general.