The practice of yoga is beneficial during pregnancy, but we do not know what proportion of pregnant women in India practice yoga. To address this research gap, we conducted a study to address following research questions: (1) What proportion of pregnant women in rural Maharashtra practice yoga? (2) Which sociodemographic factors are associated with the practice of yoga among these women? and (3) What is the perceived acceptability of integrating yoga-based intervention into routine antenatal care? A consecutive sample of pregnant women attending the antenatal clinic of a tertiary care hospital, who could fluently communicate in Marathi and who did not have any serious physical illness or cognitive impairment, were included in this cross-sectional survey. A total of 228 subjects were included in our study. Yoga was practiced by 38 of them (16.7%, 95% confidence interval 12.1–22.1) during the current pregnancy. Older age, higher education, and being a professional (teacher, healthcare provider, or bank official) were associated with practice of yoga. More than half of the participants (53.9%) thought that yoga should be included as part of their antenatal care; this perceived acceptability of yoga was not associated with any of the sociodemographic factors except for the participants’ occupation. This study provides information about the prevalence and sociodemographic factors associated with the practice of yoga among pregnant women in a rural setting in India. It also explores the perceived acceptability of yoga-based interventions among this group. Findings from this study can inform design of future studies to evaluate the effect of yoga-based interventions during pregnancy.