The Centers for Disease Control recommends that every woman who will be pregnant during flu season (typically October through March) get a flu shot. This shot will not affect the fetus, and the side effects to the pregnant mother are usually not bad. The worst that can happen is you’ll develop a mild fever and feel more tired than usual for a few days. One thing to watch out for is the nasal spray flu vaccine: pregnant women should not get this. It’s made from the live flu virus, and could actually give you a mild case of the flu.