Background: Sulfur-containing amino acids (SCAAs) are essential for fetal growth and development, but their metabolism during pregnancy remains poorly understood, with conflicting reports regarding the effect of exercise training. This study investigates the effects of physical activity (PA) interventions on maternal plasma concentrations of SCAAs and their associations with neonatal outcomes. Methods: The FitMum randomized controlled trial included 220 healthy, inactive, pregnant women enrolled before gestation age (GA) 15+0 weeks. Participants were randomized to supervised exercise training (EXE), motivational counseling on PA (MOT), or standard care (CON). This secondary analysis includes all participants with an eligible blood sample (n = 214). Maternal plasma concentrations of SCAAs were measured at four time points (GA ≤15+0, 28+0-6, 34+0-6, and delivery), and umbilical cord venous plasma was measured at delivery. Results: Longitudinally, maternal methionine and taurine concentrations decreased significantly (p < 0.001 for both) during pregnancy, while total cysteine (tCys) concentrations increased (p < 0.001). At GA 28+0-6 weeks, methionine concentrations were significantly higher in EXE (p = 0.031) and MOT (p = 0.006) groups compared to CON, and tCys was higher in the MOT group (p = 0.017) versus CON. Maternal taurine was positively associated with birth weight (p = 0.034) and birth weight/placental weight ratio (p = 0.010), while maternal tCys was negatively associated with head circumference (p < 0.001). Additionally, increased moderate-to-vigorous intensity physical activity (MVPA) was associated with a smaller maternal–umbilical venous difference for methionine (p = 0.025), suggesting enhanced placental transport. Conclusions: Pregnancy significantly alters maternal metabolism of SCAAs. PA interventions may modulate maternal methionine and tCys concentrations, and our results suggest that maternal taurine status is linked to offspring birth weight, highlighting the potential of PA to influence key nutrients required for fetal development.