As part of the maternal adaptations to pregnancy, mice show a rapid, profound reduction in voluntary running wheel activity (RWA) as soon as pregnancy is achieved. Here, we evaluate the hypothesis that prolactin, one of the first hormones to change secretion pattern following mating, is involved in driving this suppression of physical activity levels during pregnancy. We show that prolactin can acutely suppress RWA in non-pregnant female mice, and that conditional deletion of prolactin receptors (Prlr) from either most forebrain neurons or from GABA neurons prevented the early pregnancy-induced suppression of RWA. Deletion of Prlr specifically from the medial preoptic area, a brain region associated with multiple homeostatic and behavioral roles including parental behavior, completely abolished the early pregnancy-induced suppression of RWA. As pregnancy progresses, prolactin action continues to contribute to the further suppression of RWA, although it is not the only factor involved. Our data demonstrate a key role for prolactin in suppressing voluntary physical activity during early pregnancy, highlighting a novel biological basis for reduced physical activity in pregnancy.