I agree with Paul that you should probably check with your doctor on this but my personal thoughts are that I don't think it is a good idea. Please note that I am not a doctor.
Here is a pregnancy forum where other women weigh in on this very question and you can read what they say. I don't know if it would cause harm or not but why risk it?
I would ask your doctor about some safe exercises to do when pregnant if you are worried about staying in shape but this is not the time to think about losing weight.
This is just my opinion so please do check with your doctor on this. Thank you for your question.
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