Reference: Fataawa Muhimmah li-Nisaa. al-Ummah – Page 160
Question: What is the ruling regarding a husband having sexual intercourse with his wife whilst she is pregnant? Is this disliked or not?
Response: Yes, it is permissible for a person to have sexual intercourse with his pregnant wife whenever he wishes, except if that harms her, in which case it is haraam for him to do that which harms her. And if it does not harm her, but causes her difficulty, then it is preferable not to have sexual intercourse with her. This is because, refraining from that which causes her difficulty is from [maintaining] good [marital] companionship (with her), as Allaah (Subhaanahu wa Ta’aala) says:
{And live with them honourably}, [Soorah an-Nisaa., Aayah 19].