I'm [often asked if it is safe to dye one's hair during pregnancy] in my clinical practice, and I wish I had an easy answer. In general, I suggest that pregnant women consider waiting until after the first trimester, but after that I leave the decision up to each patient. No one has enough information to guarantee that using chemical dyes on your scalp during pregnancy is completely safe. That said, there's no evidence that using these dyes every month or two will cause birth defects, either.
Over the years, people have conducted animal studies trying to shed light on this matter. Some, but not all, studies have shown a few of the chemical compounds in hair dyes to be teratogenic (meaning they can cause birth defects). However, in many cases, the animals were exposed to extremely high doses of these chemicals, doses that far exceed the amount a woman would receive from coloring her hair every month or two. Clearly, the chemicals in both permanent and semi-permanent hair dyes are not highly toxic. However, no one knows for sure whether low-level exposures are risky.
The Organization of Teratology Information Services, which provides information on potential reproductive risks, says that although the data are limited, coloring your hair during pregnancy is probably safe.
Some experts recommend vegetable dyes as a good alternative to synthetic chemical agents during pregnancy. [...] But buyer beware: In addition to various "natural" substances listed as ingredients, many of these dyes also contain some of the very same synthetic chemical compounds (e.g., p-phenylenediamine, dihydroxybenzene, and aminophenol) that the major cosmetic companies put in their permanent and semi-permanent dyes. Pure henna, which comes in a number of colors, was the exception.
Another alternative you might consider if you're concerned is highlighting, painting, or frosting your hair. You absorb hair-coloring agents into your system through your skin (scalp), not through your hair shaft. So, any process, such as streaking, that puts less of the chemical in contact with your scalp reduces your exposure to the compounds in dyes.