I've been working out pretty hard and it hasn't. I've read to wear tight fitting sports bra and drink lots of water. Everyone's body is differnent but good luck!
For me, exercise increased my supply. I notice it would decrease whenever I would stop exercising. Personally, I think it's because when I'm regularly exercising I'm much more cognizant about how much food and water I take in (I eat and drink more, because I'm hungrier and thirstier). Theoretically, as long as you're taking in enough calories and water, exercise shouldn't affect your supply. You just need to make sure you're eating and drinking more than you were when sedentary.
Re: Exercise and supply?
I exercise regularly. Daily one to two mile walks or runs. So long as I am hydrated it has had zero effect on my supply.