Introduction Urinary incontinence is a frequently reported condition among women with pregnancy and delivery as established risk factors. The aims of this study were to evaluate the effect of an antenatal exercise program including pelvic floor muscle training on postpartum urinary incontinence, and to explore factors associated with urinary incontinence three months postpartum. Material and methods This is a short‐term follow‐up and secondary analysis of a randomized controlled trial conducted at two Norwegian University Hospitals including healthy, pregnant women aged >18 years with a singleton live fetus. Women in the exercise group received a 12‐week standardized exercise program including pelvic floor muscle training, with once weekly group exercise classes led by a physiotherapist and twice weekly home exercise sessions. The controls received standard antenatal care. Data were obtained from questionnaires answered in pregnancy weeks 18–22, and three months postpartum. Urinary incontinence prevalence in the exercise and control groups was compared, and multivariable logistic regression analyses were applied. Urinary incontinence prevalence three months postpartum was assessed by the Sandvik severity index. Results Among the 722 (84%) women who responded three months postpartum, significantly fewer women in the exercise group (29%) reported urinary incontinence compared with the standard antenatal care group (38%, P = .01). Among women who were incontinent at baseline, 44% and 59% (P = .014) were incontinent at three months postpartum in the exercise and control groups, respectively. Urinary incontinence three months postpartum was associated with age (OR 1.1, 95% CI 1.0‐1.1), experiencing urinary incontinence in late pregnancy (OR 3.6, 95% CI 2.3‐5.9), birthweight ≥4000 g (OR 1.8, 95% CI 1.2‐2.8), and obstetric anal sphincter injuries (OR 2.6, 95% CI 1.1‐6.1). Cesarean section significantly reduced the risk of urinary incontinence three months postpartum compared with spontaneous vaginal delivery (OR 0.2, 95% CI 0.1‐0.5). Conclusions A moderate‐intensity exercise program including pelvic floor muscle training reduced prevalence of urinary incontinence 3 months postpartum in women who were incontinent at baseline.