Background: The aim of this study was to investigate the association of physical activity (PA) with assisted reproductive technology (ART) treatment and pregnancy outcomes among couples seeking infertility treatment. Methods: This prospective cohort study was carried out among 128 infertile individuals (64 couples), entering the infertility clinic for ART procedures. Baseline PA (before entering any treatment) was assessed using accelerometry for both women and men. For every couple the infertility treatment outcomes were recorded. Results: The couples that required invasive ART procedures such as in vitro fertilization (IVF) or intracytoplasmic sperm injection (ICSI) spent less time in vigorous PA (−73 min/week per couple, woman + man) than those couples who became spontaneously pregnant after entering the study (p = 0.001). We observed no significant associations between the time spent in physical activities and positive pregnancy test or live birth. Conclusions: Our results do not support a positive nor negative relation between the time the couples spent in physical activities and the chances of getting pregnant or having a baby among patients seeking infertility treatment. However, couples undergoing invasive ART procedures did less vigorous PA than couples that became spontaneously pregnant, suggesting that PA may interfere with their reproductive health.