Background: No specific physical activity guidelines are available for women in multiple pregnancy. Aim of the study was to assess the knowledge and experience of women regarding physical activity during their latest twin pregnancy. Methods: A cross-sectional study including women after a twin delivery was conducted in Poland. A questionnaire was distributed in 2018 via web pages and Facebook groups designed for pregnant women. Results: 652 women filled out the questionnaire completely. Only 25% of women performed any physical exercises during twin gestation. The frequency of preterm delivery was similar in physically active and non-active participants. 35% of the respondents claimed to have gained information on proper activity from obstetricians during antenatal counselling while 11% claimed to be unable to identify the reliable sources of information. 7% of women admitted to feel discriminated by social opinion on exercising during a twin pregnancy. Conclusions: The population of women with a twin gestation is not sufficiently physically active and is often discouraged from performing exercises during gestation. Therefore, it is crucial to inform obstetricians to recommend active lifestyle during a twin gestation and to provide reliable information on physical activity to pregnant women. Further research on this topic is necessary in order for obstetric providers to counsel women on appropriate exercise with a twin pregnancy.