If you're pregnant, a flu shot is your best protection against serious illness from the flu. The flu can cause severe illness in pregnant women, causing hospitalizations or even death. Pregnant woman with the flu also have a greater chance for serious problems for their unborn baby, including premature labor and delivery. A flu shot can protect pregnant women, their unborn babies, and even the baby after birth.

http://www.cdc.gov/cdctv/diseaseandconditions/vaccination/protect-your-baby.html