*DISCLAIMER* If you are pregnant, always consult with your doctor before using a massage gun or any other therapeutic device.
Most women over the course of their pregnancy will develop some degree of muscular pain, usually in the lower back, and pelvic area. When used with caution, a massage gun can benefit these regions of the body and should be completely safe to use. Always start off with the lowest setting to assess how your body responds.
Again, consult with your doctor anytime you experience pain before deciding to use a massage gun while pregnant.