Ms Gandhi was speaking at an event on International Yoga Day at the Natural Childbirth Centre in Delhi.
The women performed several prenatal yoga asanas, including the modified version of the Tikonasana, Paschimmottasana and Ashwa Sanchalam, under the guidance of a teacher.
"It is a very good step to do yoga during pregnancy, but I urge them to perform the asanas under the guidance of trained teachers," she said.
"These asanas help in relaxing the joints and muscles. These prenatal asanas also help in keeping the body relaxed", Ms Pandit said.
The United Nations General Assembly in December 2014 had declared that June 21 would be observed as International Day for Yoga (IDY) every year, a move for which India had lobbied hard.
The centrepiece of the first IDY celebration on June 21, 2015, was New Delhi's Rajpath, with the event making it to the Guinness World Records with 35,985 participants performing asanas at one venue and 84 nationalities being part of it.